Mean and variance of first passage time of non-homogeneous random walk
β Scribed by Huaming Wang
- Book ID
- 113083671
- Publisher
- Higher Education Press and Springer
- Year
- 2012
- Tongue
- English
- Weight
- 121 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1673-3452
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π SIMILAR VOLUMES
Approximate procedures for solving the first-passage time problem for a linear oscillator subjected to random excitation with a time-varying mean are presented. Numerical results are given for the example of the oscillator subjected to a model representing sonic boom excitation. These results are co
We prove invariance principles for the ΓΏrst passage time process of a perturbed random walk in one or two dimensions. More precisely, weak convergence to Brownian motion with respect to Skorohod's J1-topology is proved under suitable conditions on the perturbations.