LEADER 02888nam a2200445 4500 001 991003576669707536 006 m o d 007 cr cnu|||unuuu 008 181127s2017 sz a ob 001 0 eng d 020 $a9783319670591 020 $a331967059X 024 7 $a10.1007/978-3-319-67059-1 035 $ab14354457-39ule_inst 040 $aBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematica$beng 082 04$a519.24$223 084 $aAMS 60-02 084 $aLC QA274.42 100 1 $aZacks, Shelemyahu$012451 245 10$aSample Path Analysis and Distributions of Boundary Crossing Times$h[e-book] /$cby Shelemyahu Zacks 264 1$aCham, Switzerland :$bSpringer,$c2017 300 $a1 online resource (xiii, 135 pages) :$billustrations (some color) 336 $atext$btxt$2rdacontent 337 $acomputer$bc$2rdamedia 338 $aonline resource$bcr$2rdacarrier 490 1 $aLecture notes in mathematics,$x0075-8434 ;$v2203 504 $aIncludes bibliographical references and index 505 0 $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 520 $aThis monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.  The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years.  No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics 650 0$aPoisson processes 650 0$aOperations research 650 0$aManagement science 650 0$aProbabilities 710 2 $aSpringerLink (Online service) 776 08$iPrinted edition:$z9783319670584 856 41$uhttps://link.springer.com/book/10.1007/978-3-319-67059-1#toc$zAn electronic book accessible through the World Wide Web 907 $a.b14354457$b03-03-22$c27-11-18 912 $a991003576669707536 996 $aSample path analysis and distributions of boundary crossing times$91522942 997 $aUNISALENTO 998 $ale013$b27-11-18$cm$d@ $e-$feng$gsz $h0$i0