First arrival of a stochastic process at the boundary

MaRDI QIDQ1111239zbMATH OpenFDO

Authors S. L. Semakov

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

first arrival of a stochastic process at the boundaryflight dynamicsradio engineeringreliability theory

Mathematics Subject Classification ID

Stochastic processes (60G99) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Review text

It is required to find the probability that an n-dimensional stochastic process leaves a given region of n-dimensional space. The obtained estimates of this probability are discussed for a non-Markov process. An example is presented which illustrates the accuracy of the estimates as a function of the character of the process.

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(5)

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