✦ LIBER ✦

Brownian approximations to first passage probabilities

✍ Scribed by D. Siegmund; Yih -Shyh Yuh

Book ID: 104792963
Publisher: Springer
Year: 1982
Tongue: English
Weight: 437 KB
Volume: 59
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00531747

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximations of Boundary Crossing Prob

Approximations of Boundary Crossing Probabilities for a Brownian Motion

✍ Alex Novikov, Volf Frishling and Nino Kordzakhia 📂 Article 📅 1999 🏛 Applied Probability Trust 🌐 English ⚖ 940 KB

Local behaviour of first passage probabi

Local behaviour of first passage probabilities

✍ R. A. Doney 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 327 KB

Simulation of Brownian motion at first-p

Simulation of Brownian motion at first-passage times

✍ Zaeem A. Burq; Owen D. Jones 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 259 KB

First passage probability during random

First passage probability during random vibration

✍ R.N. Iyengar 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 436 KB

The probability that a random process crosses an arbitrary level for the first time is expressed as a Gram-Charlier series, the leading term of which is the Poisson approximation. The coefficients of this series are related to the moments of the number of level crossings. The results are applicable

An approximation of the first passage pr

An approximation of the first passage probability of systems under nonstationary random excitation

✍ Jun He 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 331 KB

Limit at zero of the Brownian first-pass

Limit at zero of the Brownian first-passage density

✍ Goran Peskir 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 106 KB