Sample path analysis and distributions of boundary crossing times
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Publication:2406458
DOI10.1007/978-3-319-67059-1zbMATH Open1393.60004OpenAlexW2762885165MaRDI QIDQ2406458FDOQ2406458
Authors: S. Zacks 
Publication date: 29 September 2017
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-67059-1
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CUSUMsequential estimationrenewal processescompound Poisson processesexact distributionfirst boundary crossing
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Sample path properties (60G17)
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