Sample Path Analysis and Distributions of Boundary Crossing Times
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 s...
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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2017, 2017
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| Edition: | 1st ed. 2017 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- 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