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Sojourns And Extremes of Stochastic Processes

Sojourns And Extremes of Stochastic Processes

Paperback

Probability & Statistics

ISBN10: 0367450429
ISBN13: 9780367450427
Publisher: CRC Press
Published: Dec 2 2019
Pages: 320
Weight: 0.98
Height: 0.66 Width: 6.14 Depth: 9.21
Language: English
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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Berman, Simeon

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Probability & Statistics