Automation and Remote Control

, Volume 79, Issue 4, pp 632–640 | Cite as

Estimating the Probability of an Event Related to the Moment When a Random Process First Reaches a Given Level

Stochastic Systems
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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 

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References

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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Moscow Institute of Physics and TechnologyMoscowRussia
  2. 2.Moscow Aviation InstituteMoscowRussia
  3. 3.Financial UniversityMoscowRussia

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