First-passage time statistics of Markov gamma processes

DOI10.1016/j.jfranklin.2013.04.013zbMath1393.94406OpenAlexW2157095343WikidataQ56925723 ScholiaQ56925723MaRDI QIDQ1659373

Fernando Ramos-Alarcón, Valeri Kontorovich

Publication date: 15 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2013.04.013

zbMATH Keywords

probability density function (PDF)first-passage time (FPT) statisticsMarkov \(\gamma\) processessignal processing design in communications

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

Related Items (2)

A cumulant approach for the first-passage-time problem of the Feller square-root process ⋮ Approximating the first passage time density from data using generalized Laguerre polynomials

Cites Work

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• A Guide to First-Passage Processes
• First and second passage times of Rayleigh processes (Corresp.)
• A Repeated Significance Test With Applications To Sequential Detection In Sensor Networks
• Stochastic Methods and Their Applications to Communications
• On the First Passage Time Probability Problem
• The First Passage Problem for a Continuous Markov Process

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