First arrival of a stochastic process at the boundary (Q1111239)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First arrival of a stochastic process at the boundary |
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First arrival of a stochastic process at the boundary (English)
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1988
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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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reliability theory
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flight dynamics
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radio engineering
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first arrival of a stochastic process at the boundary
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