LEADER 03316nam 22005775 450 001 9910257380903321 005 20200705114558.0 010 $a3-319-67059-X 024 7 $a10.1007/978-3-319-67059-1 035 $a(CKB)4100000000882283 035 $a(DE-He213)978-3-319-67059-1 035 $a(MiAaPQ)EBC6288068 035 $a(MiAaPQ)EBC5592416 035 $a(Au-PeEL)EBL5592416 035 $a(OCoLC)1007132610 035 $a(PPN)22012101X 035 $a(EXLCZ)994100000000882283 100 $a20171014d2017 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aSample Path Analysis and Distributions of Boundary Crossing Times /$fby Shelemyahu Zacks 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (XIII, 135 p. 19 illus., 2 illus. in color.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2203 311 $a3-319-67058-1 327 $aIntroduction -- 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. 330 $aThis monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.  The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years.  No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics. . 410 0$aLecture Notes in Mathematics,$x0075-8434 ;$v2203 606 $aProbabilities 606 $aOperations research 606 $aManagement science 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aOperations Research, Management Science$3https://scigraph.springernature.com/ontologies/product-market-codes/M26024 615 0$aProbabilities. 615 0$aOperations research. 615 0$aManagement science. 615 14$aProbability Theory and Stochastic Processes. 615 24$aOperations Research, Management Science. 676 $a519.23 700 $aZacks$b Shelemyahu$4aut$4http://id.loc.gov/vocabulary/relators/aut$012451 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910257380903321 996 $aSample path analysis and distributions of boundary crossing times$91522942 997 $aUNINA