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

DOI10.1134/S0005117919030068zbMath1483.60057OpenAlexW2940885886WikidataQ127968101 ScholiaQ127968101MaRDI QIDQ2290385

I. S. Semakov, S. L. 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

random processprobability of reaching desired leveltime of first reaching desired level

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Estimating the probability that a multidimensional random process reaches the boundary of a region
• 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
• Excursions of stationary Gaussian processes above high moving barriers
• Mathematical Analysis of Random Noise
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