Enviar artigo por via de e-mail The Probability of First Reaching a Desired Level by a Random Process on a Given Interval
- Autores: Semakov S.L.1,2, Semakov I.S.2
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Afiliações:
- Moscow Institute of Physics and Technology
- Moscow Aviation Institute (National Research University)
- Edição: Volume 80, Nº 3 (2019)
- Páginas: 459-473
- Seção: 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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Resumo
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.
Sobre autores
S. Semakov
Moscow Institute of Physics and Technology; Moscow Aviation Institute (National Research University)
Autor responsável pela correspondência
Email: slsemakov@yandex.ru
Rússia, Moscow; Moscow
I. Semakov
Moscow Aviation Institute (National Research University)
Autor responsável pela correspondência
Email: champione7@yandex.ru
Rússia, Moscow
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