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Avtomatika i Telemekhanika, 2019, Issue 3, Pages 83–102
DOI: https://doi.org/10.1134/S0005231019030061 (Mi at14998) 		 
Stochastic Systems

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

S. L. Semakovab, I. S. Semakovb

a Moscow Institute of Physics and Technology
b Moscow Aviation Institute (National Research University)
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DOI: https://doi.org/10.1134/S0005231019030061
Abstract: We estimate the probability that the first achievement of a given level by a continuous random process occurs on a given interval of the independent variable. The results are concretized for the Gaussian process. The example of numerical estimates is given.
Keywords: random process, probability of reaching a level, moment of first reaching a level.
Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 23.02.2018
Revised: 25.06.2018
Accepted: 08.11.2018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. L. Semakov, I. S. Semakov, “The probability of first reaching a desired level by a random process on a given interval”, Avtomat. i Telemekh., 2019, no. 3, 83–102
Citation in format AMSBIB
\Bibitem{SemSem19}
\by S.~L.~Semakov, I.~S.~Semakov
\paper The probability of first reaching a desired level by a random process on a given interval
\jour Avtomat. i Telemekh.
\yr 2019
\issue 3
\pages 83--102
\mathnet{http://mi.mathnet.ru/at14998}
\crossref{https://doi.org/10.1134/S0005231019030061}
\elib{https://elibrary.ru/item.asp?id=37135607}
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