Email this article The Probability of First Reaching a Desired Level by a Random Process on a Given Interval
- Authors: Semakov S.L.1,2, Semakov I.S.2
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Affiliations:
- Moscow Institute of Physics and Technology
- Moscow Aviation Institute (National Research University)
- Issue: Vol 80, No 3 (2019)
- Pages: 459-473
- Section: Stochastic Systems
- URL: https://journals.rcsi.science/0005-1179/article/view/151322
- DOI: https://doi.org/10.1134/S0005117919030068
- ID: 151322
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Abstract
This paper estimates the probability of an event that a continuous random process first reaches a desired level on a given interval of the independent variable. The results are specified for Gaussian processes. An example of numerical bounds is given.
About the authors
S. L. Semakov
Moscow Institute of Physics and Technology; Moscow Aviation Institute (National Research University)
Author for correspondence.
Email: slsemakov@yandex.ru
Russian Federation, Moscow; Moscow
I. S. Semakov
Moscow Aviation Institute (National Research University)
Author for correspondence.
Email: champione7@yandex.ru
Russian Federation, Moscow
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