First passage time for some stationary processes

DOI10.1016/S0304-4149(98)00088-XMaRDI QIDQ1593620zbMATH OpenFDO

Authors George Haiman

Publication date 17 January 2001

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(98)00088-X

zbMATH Keywords

first passage timeincrements of Wiener processstationary \(T\)-dependent processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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Cites work

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Cited in

(28)

• Robust scan statistics for detecting a local change in population mean for normal data
• 1-dependent stationary sequences for some given joint distributions of two consecutive random variables
• Approximations and inequalities for moving sums
• Block records and maxima of the increments of the Wiener process
• First passage times for Slepian process with linear and piecewise linear barriers
• Scan statistics for normal data with outliers
• Approximations for the boundary crossing probabilities of moving sums of random variables
• Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models
• Bounding the first passage time on an average
• On the difference between two first passage times
• Scan statistics for monitoring data modeled by a negative binomial distribution
• Variable window scan statistics for normal data
• First and second passage times of Rayleigh processes (Corresp.)
• Mean First-Passage Time to Zero for Wear Processes
• Mean first passage time for a class of non-Markovian processes
• On the moments of some first passage times and the associated processes
• One dimensional scan statistics generated by some dependent stationary sequences
• scientific article; zbMATH DE number 108012 (Why is no real title available?)
• scientific article; zbMATH DE number 1347885 (Why is no real title available?)
• scientific article; zbMATH DE number 1047997 (Why is no real title available?)
• Elementary derivation for passage times
• Truncated Sequential Change‐point Detection based on Renewal Counting Processes
• scientific article; zbMATH DE number 1744814 (Why is no real title available?)
• Approximation for the distribution of three-dimensional discrete scan statistic
• scientific article; zbMATH DE number 6781481 (Why is no real title available?)
• A new method of approximating the probability of matching common words in multiple random sequences
• Estimation for the distribution of two-dimensional discrete scan statistics
• Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences

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