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Local behaviour of first passage probabilities

โœ Scribed by R. A. Doney


Book ID
113043717
Publisher
Springer
Year
2010
Tongue
English
Weight
327 KB
Volume
152
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES


First passage probability during random
โœ R.N. Iyengar ๐Ÿ“‚ Article ๐Ÿ“… 1973 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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