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Lecture Notes in Mathematics

Sample Path Analysis and Distributions of Boundary Crossing Times

Authors: Zacks, Shelemyahu

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  • Demonstrates a general approach for studying telegraph processes and alternating renewal processes
  • Considered to be the first comprehensive book on the topic
  • Includes numerous examples that illustrate applications of theories
  • All theorems and lemmas are proven
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eBook $39.99
price for USA in USD
  • ISBN 978-3-319-67059-1
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.99
price for USA in USD
About this book

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 on nearly thirty published papers by the author and collaborators over the past twenty five years.  No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics. 

About the authors

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.  

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $39.99
price for USA in USD
  • ISBN 978-3-319-67059-1
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Sample Path Analysis and Distributions of Boundary Crossing Times
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
2203
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-67059-1
DOI
10.1007/978-3-319-67059-1
Softcover ISBN
978-3-319-67058-4
Series ISSN
0075-8434
Edition Number
1
Number of Pages
XIII, 135
Number of Illustrations
17 b/w illustrations, 2 illustrations in colour
Topics