The probability of first reaching a desired level by a random process on a given interval

DOI10.1134/S0005117919030068MaRDI QIDQ2290385zbMATH OpenOpenAlexWikidataFDO

Authors S. L. Semakov, I. S. Semakov

Publication date 27 January 2020

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

Full work available at URL https://doi.org/10.1134/s0005117919030068

zbMATH Keywords

probability of reaching desired levelrandom processtime of first reaching desired level

Mathematics Subject Classification ID

Gaussian processes (60G15)

Recommendations

• Estimating the probability of an event related to the moment when a random process first reaches a given level
• The Probability of the First Attainment of a Level by a Component of a Multidimensional Process on a Prescribed Interval under Restrictions on Its Other Components
• scientific article; zbMATH DE number 4100313
• scientific article; zbMATH DE number 175851
• scientific article; zbMATH DE number 843993
• scientific article; zbMATH DE number 3967599
• On crossing of a level by processes defined by sums of a random number of terms
• Approximate technique for calculating average time until a given high level is first crossed by a Gaussian random process
• Approximation of the expectation of the first exit time from an interval for a random walk
• First arrival of a stochastic process at the boundary

Cites work

• Estimating the probability of an event related to the moment when a random process first reaches a given level
• Estimating the probability that a multidimensional random process reaches the boundary of a region
• Excursions of stationary Gaussian processes above high moving barriers
• First arrival of a stochastic process at the boundary
• scientific article; zbMATH DE number 4100313 (Why is no real title available?)
• scientific article; zbMATH DE number 3778449 (Why is no real title available?)
• scientific article; zbMATH DE number 3288929 (Why is no real title available?)
• Mathematical Analysis of Random Noise

Cited in

(4)

• First arrival of a stochastic process at the boundary
• Estimating the probability of an event related to the moment when a random process first reaches a given level
• scientific article; zbMATH DE number 4100313 (Why is no real title available?)
• Estimating the probability that a multidimensional random process reaches the boundary of a region

This page was built for publication: The probability of first reaching a desired level by a random process on a given interval

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2290385)