电邮这篇文章 Estimating the Probability of an Event Related to the Moment When a Random Process First Reaches a Given Level
- 作者: Semakov S.L.1,2,3, Semakov I.S.2
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隶属关系:
- Moscow Institute of Physics and Technology
- Moscow Aviation Institute
- Financial University
- 期: 卷 79, 编号 4 (2018)
- 页面: 632-640
- 栏目: Stochastic Systems
- URL: https://journals.rcsi.science/0005-1179/article/view/150856
- DOI: https://doi.org/10.1134/S0005117918040057
- ID: 150856
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详细
We estimate the probability of the event that a continuous random process first reaches a given level occurs at a given interval of the independent variable. We specialize our results for a Gaussian process and give sample numerical estimates.
作者简介
S. Semakov
Moscow Institute of Physics and Technology; Moscow Aviation Institute; Financial University
编辑信件的主要联系方式.
Email: slsemakov@yandex.ru
俄罗斯联邦, Moscow; Moscow; Moscow
I. Semakov
Moscow Aviation Institute
Email: slsemakov@yandex.ru
俄罗斯联邦, Moscow
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