Studies in first passage problems and applications (Record no. 48754)
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fixed length control field | 01977nam a2200241Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 160627s1980||||xx |||||||||||||| ||und|| |
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
Universal Decimal Classification number | UNM Th-28 |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Vittal, P. R. |
Relator term | author |
245 ## - TITLE STATEMENT | |
Title | Studies in first passage problems and applications |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Year of publication | 1980 |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | iv; 207p. |
502 ## - DISSERTATION NOTE | |
Dissertation note | 1980 |
502 ## - DISSERTATION NOTE | |
Degree Type | Ph.D |
502 ## - DISSERTATION NOTE | |
Name of granting institution | University of Madras |
520 3# - SUMMARY, ETC. | |
Summary, etc | Keilson's compensation function are extraordinarily useful for studying bounded processes. It's philosophy lies in converting a bounded process into an unbounded process by introducing the Compensation functions in the usual integro differential equation for the process. The compensation function acts as a source and takes care of the boundary effects. The classical method of solving 'Lindley's Process' equation is by Wiener-Hopf Method. Inspite of availability of all such techniques, there exists a number of problems remains unsolved; From a stochastic process with random jumps in both directions and exponential decay, Closed solutions are not met out. This thesis discusses many such cases, succeeded in arriving at closed solutions by employing powerful imbedding method, and other sophisticated analysis. First passage problems for different situations are obtained by suitably defining a functional of the underlying variables, and writing imbedding equations for them. Closed solutions, Physical features of the process like mean and moments of the first passage time and answers to the other types of questions are obtained; Other types of investigations like 'Wald identity method', 'Compensation functions method', etc., also used and results are obtained in this thesis. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics |
653 10 - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | First passage problems |
653 10 - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Stochastic Processes |
720 1# - ADDED ENTRY--UNCONTROLLED NAME | |
Thesis Advisor | Vasudevan, R. |
Relator term | Thesis advisor [ths] |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://www.imsc.res.in/xmlui/handle/123456789/51 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | THESIS & DISSERTATION |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Full call number | Accession Number | Uniform Resource Identifier | Koha item type |
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IMSc Library | UNM Th-28 | 56705 | http://www.imsc.res.in/xmlui/handle/123456789/51 | THESIS & DISSERTATION |