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Limit theorems for time of first passage across a step bound

✍ Scribed by Sh. A. Mirakhmedov

Publisher: Springer
Year: 1980
Tongue: English
Weight: 467 KB
Volume: 19
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf00969966

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📜 SIMILAR VOLUMES

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The moments of the first-passage time of a narrow-band stochastic process produced by a linear oscillator excited by wide-band noise are presented for the case of a "safe" region defined by a circular barrier in the phase plane. As long as damping is small the moments produced will be approximately