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Sample path analysis and distributio...

Zacks, Shelemyahu.

Sample path analysis and distributions of boundary crossing times

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Sample path analysis and distributions of boundary crossing times/ by Shelemyahu Zacks.
Author:	Zacks, Shelemyahu.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xiii, 135 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Poisson processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-67059-1
ISBN:	9783319670591

Sample path analysis and distributions of boundary crossing times
Zacks, Shelemyahu.

Sample path analysis and distributions of boundary crossing times[electronic resource] /by Shelemyahu Zacks. - Cham :Springer International Publishing :2017. - xiii, 135 p. :ill. (some col.), digital ;24 cm. - Lecture notes in mathematics,22030075-8434 ;. - Lecture notes in mathematics ;1943..

Introduction -- Technical Prerequisites -- First Crossing by Poisson Processes -- First Crossing by Compound Poisson Processes -- Telegraph Processes -- Sequential Estimation -- First Crossing a Random Process -- Failure Times of Deterioration Processes -- Miscellaneous Topics.

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes. The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years. No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics.

ISBN: 9783319670591

Standard No.: 10.1007/978-3-319-67059-1doiSubjects--Topical Terms:

898219
Poisson processes.

LC Class. No.: QA274.42

Dewey Class. No.: 519.24

Sample path analysis and distributions of boundary crossing times
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245 1 0 $a Sample path analysis and distributions of boundary crossing times $h [electronic resource] / $c by Shelemyahu Zacks.
260 $a Cham : $c 2017. $b Springer International Publishing : $b Imprint: Springer,
300 $a xiii, 135 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Lecture notes in mathematics, $x 0075-8434 ; $v 2203
505 0 $a Introduction -- Technical Prerequisites -- First Crossing by Poisson Processes -- First Crossing by Compound Poisson Processes -- Telegraph Processes -- Sequential Estimation -- First Crossing a Random Process -- Failure Times of Deterioration Processes -- Miscellaneous Topics.
520 $a This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes. The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years. No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics.
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950 $a Mathematics and Statistics (Springer-11649)

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