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.
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Original Russian Text © S.L. Semakov, I.S. Semakov, 2018, published in Avtomatika i Telemekhanika, 2018, No. 4, pp. 65–74.
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Semakov, S.L., Semakov, I.S. Estimating the Probability of an Event Related to the Moment When a Random Process First Reaches a Given Level. Autom Remote Control 79, 632–640 (2018). https://doi.org/10.1134/S0005117918040057
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DOI: https://doi.org/10.1134/S0005117918040057