On the connection between orthant probabilities and the first passage time problem (Q5460691): Difference between revisions
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scientific article; zbMATH DE number 2187520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the connection between orthant probabilities and the first passage time problem |
scientific article; zbMATH DE number 2187520 |
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On the connection between orthant probabilities and the first passage time problem (English)
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18 July 2005
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first passage time
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orthant probabilities
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simulation of Gaussian discrete-time series
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Davies-Harte algorithm
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