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- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
Level-Crossing Problems and Inverse Gaussian Distributions
Closed-Form Results and Approximations
Vsevolod K Malinovskii
351,45 €
+ 702 points
Description
Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations focusses on the inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework. This approximation, whose name was coined by the author, is a successful competitor of the normal (or Cramér's), diffusion, and Teugels' approximations, being a breakthrough in its conditions and accuracy.
Since such approximations underlie numerous applications in risk theory, queueing theory, reliability theory, and mathematical theory of dams and inventories, this book is of interest not only to professional mathematicians, but also to physicists, engineers, and economists.
People from industry with a theoretical background in level-crossing problems, e.g., from the insurance industry, can also benefit from reading this book.
Features:
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 452
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9780367740290
- Date de parution :
- 27-07-21
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 807 g
