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

DOI10.1134/S0005117918040057zbMath1414.60025OpenAlexW2798030325WikidataQ129980380 ScholiaQ129980380MaRDI QIDQ1796236

I. S. Semakov, S. L. Semakov

Publication date: 17 October 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918040057

zbMATH Keywords

random processfirst moment of reaching a levelprobability of reaching a level

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (2)

Thrust control for aircraft landing on a carrier ⋮ The probability of first reaching a desired level by a random process on a given interval

Cites Work

• Unnamed Item
• First arrival of a stochastic process at the boundary
• The Probability of the First Attainment of a Level by a Component of a Multidimensional Process on a Prescribed Interval under Restrictions on Its Other Components

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