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Moments of first passage times in general birth–death processes

✍ Scribed by Oualid Jouini; Yves Dallery


Publisher
Springer
Year
2007
Tongue
English
Weight
298 KB
Volume
68
Category
Article
ISSN
0340-9422

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Moments of the first-passage time for a
✍ B. Sahay; W. Lennox 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 342 KB

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