Sample Path Analysis and Distributions of Boundary Crossing Times By Shelemyahu Zacks
English | PDF,EPUB | 2017 | 141 Pages | ISBN : 3319670581 | 3.58 MB
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.