02888nam a2200445 4500991003576669707536m o d cr cnu|||unuuu181127s2017 sz a ob 001 0 eng d9783319670591331967059X10.1007/978-3-319-67059-1b14354457-39ule_instBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematicaeng519.2423AMS 60-02LC QA274.42Zacks, Shelemyahu12451Sample Path Analysis and Distributions of Boundary Crossing Times[e-book] /by Shelemyahu ZacksCham, Switzerland :Springer,20171 online resource (xiii, 135 pages) :illustrations (some color)texttxtrdacontentcomputercrdamediaonline resourcecrrdacarrierLecture notes in mathematics,0075-8434 ;2203Includes bibliographical references and indexIntroduction ; 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 TopicsThis 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 mathematicsPoisson processesOperations researchManagement scienceProbabilitiesSpringerLink (Online service)Printed edition:9783319670584https://link.springer.com/book/10.1007/978-3-319-67059-1#tocAn electronic book accessible through the World Wide Web.b1435445703-03-2227-11-18991003576669707536Sample path analysis and distributions of boundary crossing times1522942UNISALENTOle01327-11-18m@ -engsz 00