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Approximation of the probability density function for the first arrival time of a stochastic process at a designated level

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Cybernetics Aims and scope

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Literature Cited

  1. B. R. Levin and A. Ya. Fomin, “Distribution of the first arrival times at a designated boundary,” Radiotekh. i Élektron.,11, No. 9 (1966).

  2. H. Cramér and M. R. Leadbetter, Stationary and Related Stochastic Processes, Wiley (1967).

  3. M. Kac and D. Slepian, “Large excursions of Gaussian processes,” Ann. Math. Statist.,30, No. 4 (1959).

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Authors
  1. V. A. Dobryden'
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Translated from Kibernetika, No. 6, pp. 138–141, November–December, 1972.

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Dobryden', V.A. Approximation of the probability density function for the first arrival time of a stochastic process at a designated level. Cybern Syst Anal 8, 1034–1038 (1972). https://doi.org/10.1007/BF01068533

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  • DOI: https://doi.org/10.1007/BF01068533

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