Sojourns and extremes of stochastic processes
Auteur :
Berman, Simeon
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367450427
Date de publication :
2 déc. 2019
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.