Sample path analysis and distributions of boundary crossing times
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Publication:2406458
DOI10.1007/978-3-319-67059-1zbMath1393.60004OpenAlexW2762885165MaRDI QIDQ2406458
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
CUSUMrenewal processesexact distributionsequential estimationcompound Poisson processesfirst boundary crossing
Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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