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 st...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Cham, Switzerland :
Springer,
2017.
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| Series: | Lecture notes in mathematics (Springer-Verlag)
2203. |
| Subjects: |