Chapter: Refinement of the inverse Gaussian approximation

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Home > Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations > Refinement of the inverse Gaussian approximation

Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations |

Vsevolod K. Malinovskii

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Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations

Refinement of the inverse Gaussian approximation

Chapter Info

Authors

Vsevolod K. Malinovskii

ARI Id

1665815334142_13832863

Access

Not Available Free

Pages

253-270

DOI

10.1201/9781003157618-7

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Chapters/Headings	Author(s)	Pages	Info
Introduction: level-crossing problems and related fields	Vsevolod K. Malinovskii	1-20
Inverse Gaussian and generalized inverse Gaussian distributions	Vsevolod K. Malinovskii	21-50
Integral expressions	Vsevolod K. Malinovskii	51-102
Distribution of compound renewal process at a fixed time point	Vsevolod K. Malinovskii	103-164
Closed-form results for the distribution of first level-crossing time	Vsevolod K. Malinovskii	165-194
The inverse Gaussian approximation	Vsevolod K. Malinovskii	195-252
Refinement of the inverse Gaussian approximation	Vsevolod K. Malinovskii	253-270
Derivatives of the first level-crossing time distribution	Vsevolod K. Malinovskii	271-290
A breakthrough in the level-crossing problem	Vsevolod K. Malinovskii	291-330
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