Simeon Berman

Sojourns And Extremes of Stochastic Processes

• Broschiertes Buch

Produktbeschreibung

This book describes the sojourn time distribution for its usefulness in analyzing the distribution of the supremum of the sample function of the process. It is concerned with the distribution of the supremum of a continuous parameter stochastic process.

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Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 320
• Erscheinungstermin: 2. Dezember 2019
• Englisch
• Abmessung: 234mm x 156mm x 17mm
• Gewicht: 445g
• ISBN-13: 9780367450427
• ISBN-10: 0367450429
• Artikelnr.: 58439185

Autorenporträt

Berman, Simeon

Inhaltsangabe

1. Sojourn Time Distributions 2. Survey of the Normal Distribution 3.
Stationary Gaussian Processes on a Finite Interval 4. Processes with
Stationary Independent Increments 5. Diffusion Processes 6. Random Walk and
Birth-and-Death Processes 7. Stationary Gaussian Processes on a Long
Interval 8. Central Limit Theorems 9. Extremes of Gaussian Sequences and
Diffusion Processes 10. Maximum of a Gaussian Process 11. Other Gaussian
Sequences and Markov Random Fields 12. Processes (X, f(t)) with
Orthogonally Invariant X