On the connection between orthant probabilities and the first passage time problem (Q5460691)
From MaRDI portal
scientific article; zbMATH DE number 2187520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the connection between orthant probabilities and the first passage time problem |
scientific article; zbMATH DE number 2187520 |
Statements
On the connection between orthant probabilities and the first passage time problem (English)
0 references
18 July 2005
0 references
first passage time
0 references
orthant probabilities
0 references
simulation of Gaussian discrete-time series
0 references
Davies-Harte algorithm
0 references
