Sojourns And Extremes of Stochastic Processes

Simeon Berman

Taylor & Francis Ltd, 1992

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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.

ISBN-13
9780534139322
ISBN-10
0534139329
Publisher
Taylor & Francis Ltd
Year
1992
Publication date
1992-01-09
Pages
320
Dimensions
280x210x
Weight
580