Sample Path Analysis and Distributions of Boundary Crossing Times

Zacks, Shelemyahu

ISBN 10: 3319670581 / ISBN 13: 9783319670584

Editore: Springer 2017-10, 2017

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Codice articolo 6666-IUK-9783319670584

Dati bibliografici

Titolo: Sample Path Analysis and Distributions of ...

Casa editrice: Springer 2017-10

Data di pubblicazione: 2017

Legatura: PF

Condizione: New

Descrizione articolo

Riassunto:

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.

Informazioni sull?autore:

Shelemyahu Zacks is an Emeritus Distinguished Research Professor in the SUNY system. He received his Ph.D. at Columbia University, New York, in 1962. He did his post- doctoral research at Stanford University.  From 1963 till 2014 he had an academic career at several universities. He published nine books and close to 200 papers in best refereed journals in the areas of Mathematical Statistics and Applied Probability. He had thirty doctoral students. He was Chief Editor of the Journal of Statistical Planning and Inference (JSPI) and Associate Editor of several other journals of statistics and probability. Professor Zacks is Fellow of the IMS, ASA, AAAS and Elected Member of the ISI.