Sojourns And Extremes of Stochastic Processes

1. Auflage 1992
ISBN: 978-0-534-13932-2
Verlag: Chapman and Hall/CRC

Buch, Englisch, 320 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 640 g

Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Zielgruppe

Professional

Autoren/Hrsg.

Berman, Simeon

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

1. Sojourn Time Distributions 2. Survey of the Normal Distribution 3. Stationary Gaussian Processes on a Finite Interval 4. Processes with Stationary Independent Increments 5. Diffusion Processes 6. Random Walk and Birth-and-Death Processes 7. Stationary Gaussian Processes on a Long Interval 8. Central Limit Theorems 9. Extremes of Gaussian Sequences and Diffusion Processes 10. Maximum of a Gaussian Process 11. Other Gaussian Sequences and Markov Random Fields 12. Processes (X, f(t)) with Orthogonally Invariant X

Über Autor(innen)

Berman\, Simeon