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Avtomatika i Telemekhanika, 2018, Issue 4, Pages 65–74 (Mi at15044)  
This article is cited in 6 scientific papers (total in 6 papers)

Stochastic Systems

Estimating the probability of an event related to the moment when a random process first reaches a given level

S. L. Semakovabc, I. S. Semakovb

a Moscow Institute of Physics and Technology, Moscow, Russia
b Moscow Aviation Institute, Moscow, Russia
c Financial University, Moscow, Russia
Full-text PDF (711 kB) Citations (6)
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Abstract: We estimate the probability of the event that a continuous random process first reaches a given level occurs at a given interval of the independent variable. We specialize our results for a Gaussian process and give sample numerical estimates.
Keywords: random process, probability of reaching a level, first moment of reaching a level.
Presented by the member of Editorial Board: E. Ya. Rubinovich

Received: 22.08.2017
English version:
Automation and Remote Control, 2018, Volume 79, Issue 4, Pages 632–640
DOI: https://doi.org/10.1134/S0005117918040057
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. L. Semakov, I. S. Semakov, “Estimating the probability of an event related to the moment when a random process first reaches a given level”, Avtomat. i Telemekh., 2018, no. 4, 65–74; Autom. Remote Control, 79:4 (2018), 632–640
Citation in format AMSBIB
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\paper Estimating the probability of an event related to the moment when a~random process first reaches a~given level
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\pages 65--74
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  • https://www.mathnet.ru/eng/at/y2018/i4/p65
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :76
    References:31
    First page:15
     
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