The Probability of First Reaching a Desired Level by a Random Process on a Given Interval
- 作者: Semakov S.L.1,2, Semakov I.S.2
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隶属关系:
- Moscow Institute of Physics and Technology
- Moscow Aviation Institute (National Research University)
- 期: 卷 80, 编号 3 (2019)
- 页面: 459-473
- 栏目: 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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详细
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.
作者简介
S. Semakov
Moscow Institute of Physics and Technology; Moscow Aviation Institute (National Research University)
编辑信件的主要联系方式.
Email: slsemakov@yandex.ru
俄罗斯联邦, Moscow; Moscow
I. Semakov
Moscow Aviation Institute (National Research University)
编辑信件的主要联系方式.
Email: champione7@yandex.ru
俄罗斯联邦, Moscow
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