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Shelemyahu Zacks

Sample Path Analysis and Distributions of Boundary Crossing Times

Ebook (PDF Format)

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… Mehr

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Produktdetails


  • ISBN: 978-3-319-67059-1
  • EAN: 9783319670591
  • Produktnummer: 33310936
  • Verlag: Springer-Verlag GmbH
  • Sprache: Englisch
  • Erscheinungsjahr: 2017
  • Seitenangabe: 135 S.
  • Plattform: PDF
  • Masse: 1'685 KB
  • Abbildungen: 17 schwarz-weiße und 2 farbige Abbildungen, 2 farbige Tabellen, Bibliographie
  • Reihenbandnummer: 2203

Über den Autor


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.  

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