Sample Path Analysis and Distributions of Boundary Crossing Times

Business & Finance, Management & Leadership, Operations Research, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Sample Path Analysis and Distributions of Boundary Crossing Times by Shelemyahu Zacks, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Shelemyahu Zacks ISBN: 9783319670591
Publisher: Springer International Publishing Publication: October 12, 2017
Imprint: Springer Language: English
Author: Shelemyahu Zacks
ISBN: 9783319670591
Publisher: Springer International Publishing
Publication: October 12, 2017
Imprint: Springer
Language: English

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. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

More books from Springer International Publishing

Cover of the book Multiparametric Ultrasound Diagnosis of Breast Diseases by Shelemyahu Zacks
Cover of the book Requirements Engineering for Service and Cloud Computing by Shelemyahu Zacks
Cover of the book Edible Medicinal and Non-Medicinal Plants by Shelemyahu Zacks
Cover of the book Next Generation Sequencing Based Clinical Molecular Diagnosis of Human Genetic Disorders by Shelemyahu Zacks
Cover of the book Information Systems and Management in Media and Entertainment Industries by Shelemyahu Zacks
Cover of the book Full Employment and Social Justice by Shelemyahu Zacks
Cover of the book New Employee Safety by Shelemyahu Zacks
Cover of the book Application of Systems Thinking to Health Policy & Public Health Ethics by Shelemyahu Zacks
Cover of the book How Should Humanity Steer the Future? by Shelemyahu Zacks
Cover of the book Artificial General Intelligence by Shelemyahu Zacks
Cover of the book Large-Scale Land Investments in Least Developed Countries by Shelemyahu Zacks
Cover of the book Advances in Computational Intelligence by Shelemyahu Zacks
Cover of the book Advances in Mechanical Engineering by Shelemyahu Zacks
Cover of the book Extreme Learning Machines 2013: Algorithms and Applications by Shelemyahu Zacks
Cover of the book Reimagining the Purpose of Schools and Educational Organisations by Shelemyahu Zacks
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy