Studies in First Passage problems for bounded processes
Material type:
TextPublication details: 1978Description: vii; 134pSubject(s): Physics | Passage problems | Stochastic TheoryOnline resources: Click here to access online Dissertation note: 1978Ph.DUniversity of Madras Abstract: This thesis is an attempt in the direction to formulate methods to the study of the first passage across two barriers. It deals with the 'First passage problems across moving Boundaries'. The compensation technique with the method of images employed in electrodynamics is studied for comparison. A finite dam model with constant release; The first passage time for poisson jump process to escape out of a finite interval; Poisson jump process with possitive increments, with the release taken to be proportionate to the dam level; are some of the aspects considered for this study.
THESIS & DISSERTATION
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | UNM Th-25 (Browse shelf (Opens below)) | Link to resource | Available | 56704 |
1978
Ph.D
University of Madras
This thesis is an attempt in the direction to formulate methods to the study of the first passage across two barriers. It deals with the 'First passage problems across moving Boundaries'. The compensation technique with the method of images employed in electrodynamics is studied for comparison. A finite dam model with constant release; The first passage time for poisson jump process to escape out of a finite interval; Poisson jump process with possitive increments, with the release taken to be proportionate to the dam level; are some of the aspects considered for this study.
There are no comments on this title.