UID:
almahu_9949386877302882
Umfang:
1 online resource.
Ausgabe:
First edition.
ISBN:
9781003157618
,
1003157610
,
9781000392920
,
1000392929
,
9781000392944
,
1000392945
Serie:
Monographs and research notes in mathematics
Inhalt:
"Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework. This approximation, whose name was coined by the author, is a successful competitor of the normal (or Cramér's), diffusion, and Teugels' approximations, being a breakthrough in its conditions and accuracy. Since such approximations underlie numerous applications in risk theory, queueing theory, reliability theory, mathematical theory of dams and inventories, this book is of interest not only to professional mathematicians, but also to physicists, engineers, and economists. People from industry, with theoretical background in level-crossing problem, e.g., from the insurance industry, can benefit from reading this book. Features Primarily aimed at researchers and postgraduates, but may be of interest to some professionals working in related fields, such as the insurance industry Suitable for advanced courses in Applied Probability and, as a supplementary reading, for basic courses in Applied Probability"--
Anmerkung:
Introduction : level-crossing problems and related fields -- Inverse Gaussian and generalized inverse Gaussian distributions -- Integral expressions -- Distribution of compound renewal process at a fixed time point -- Closed-form results for the distribution of first level-crossing time -- The inverse Gaussian approximation -- Refinement of the inverse Gaussian approximation -- Derivatives of the first level-crossing time distribution -- A breakthrough in the level-crossing problem.
Weitere Ausg.:
Print version: Malinovskiĭ, V. K. (Vsevolod Konstantinovich), 1956- Level-crossing problems and inverse Gaussian distributions Boca Raton, FL : CRC Press, 2022. ISBN 9780367740290
Sprache:
Englisch
Schlagwort(e):
Electronic books.
DOI:
10.1201/9781003157618
URL:
https://www.taylorfrancis.com/books/9781003157618
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