This book is written in the hope that it will serve as a companion volume to my first monograph. The first monograph was largely devoted to the probabilistic aspects of the inverse Gaussian law and...
In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study of the socalled...
Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations focusses on the inverse Gaussian approximation for the distribution of the first level-crossing time...