Abstract
Continuous random processes with positive and negative drifts and with delaying boundaries (screens) are analyzed. The expected value and the variance of the hitting time of the lower control level are estimated.
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Original Russian Text © M.M. Isayev, 2008, published in Avtomatika i Vychislitel’naya Tekhnika, 2008, No. 6, pp. 38–43.
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Isayev, M.M. Moments estimation for hitting times of continuous random processes with absorbing boundaries. Aut. Conrol Comp. Sci. 42, 306–310 (2008). https://doi.org/10.3103/S0146411608060059
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DOI: https://doi.org/10.3103/S0146411608060059