Estimating the probability that a multidimensional random process reaches the boundary of a region

DOI10.1134/S0005117915040062zbMath1327.93378OpenAlexW2093930151MaRDI QIDQ500114

S. L. Semakov

Publication date: 1 October 2015

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

Full work available at URL: https://doi.org/10.1134/s0005117915040062

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (1)

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

Cites Work

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• First arrival of a stochastic process at the boundary
• The application of the known solution of a problem of attaining the boundaries by non-Markovian process to estimation of probability of safe airplane landing
• Large Excursions of Gaussian Processes
• 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
• Level Sets and Extrema of Random Processes and Fields
• Mathematical Analysis of Random Noise

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