Sojourns And Extremes of Stochastic Processes

By Simeon Berman

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 0367450429
• ISBN13: 9780367450427
• Release Date: December 2019
• Publisher: CRC Press
• Length: 320 Pages
• Weight: 0.98 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"