Sample path analysis and distributions of boundary crossing times / Shelemyahu Zacks
Type de document : MonographieCollection : Lecture notes in mathematics, 2203Langue : anglais.Pays: Swisse.Éditeur : Cham : Springer, 2017Description : 1 vol. (XIII-135 p.) : fig. ; 24 cmISBN: 9783319670584.ISSN: 0075-8434.Bibliographie : Bibliogr. p. 127-130. Index.Sujet MSC : 60G17, Probability theory and stochastic processes, Sample path properties60K30, Probability theory and stochastic processes - Special processes, Applications of queueing theory
60G55, Probability theory and stochastic processes, Point processes (e.g., Poisson, Cox, Hawkes processes)
60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theory
60K15, Probability theory and stochastic processes - Special processes, Markov renewal processes, semi-Markov processesEn-ligne : ZbMath | MSN | Springer
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 60 ZAC (Browse shelf(Opens below)) | Available | 12498-01 |
Bibliogr. p. 127-130. Index
Publisher's description: "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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