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Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations

Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations

Hardcover

Series: Chapman & Hall/CRC Monographs and Research Notes in Mathemat

General MathematicsProbability & Statistics

ISBN10: 036774029X
ISBN13: 9780367740290
Publisher: Crc Pr Inc
Published: Jul 27 2021
Pages: 452
Weight: 1.78
Height: 1.00 Width: 6.14 Depth: 9.21
Language: English

This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.

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Probability & Statistics