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)

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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• First Passage Time for a Particular Gaussian Process
• On extreme value asymptotics for increments of renewal processes
• On the increments of Wiener and related processes
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• Radon-Nikodym Derivatives of Gaussian Measures
• Reciprocal Processes: The Stationary Gaussian Case
• The Use of MOSUMS for Quality Control
• Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener. (Study of the extremes of a stationary m-dependent sequence with an application to the increments of Wiener processes)

Cited in

(26)

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

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