EAN: 9783319670584

SAMPLE PATH ANALYSIS AND DISTRIBUTIONS OF BOUND...

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.

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