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Sample Path Analysis and Distributions of Boundary Crossing Times
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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 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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319670584
Publisher
Springer
Year
2017
Pages
XIII, 135 p.
Series Title
Lecture Notes in Mathematics
Language
English

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