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
β¦ LIBER β¦
Properties of noninteger moments in a first passage time problem
β Scribed by George H. Weiss; Shlomo Havlin; Ofer Matan
- Publisher
- Springer
- Year
- 1989
- Tongue
- English
- Weight
- 206 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0022-4715
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Moments of the first-passage time for a
β
B. Sahay; W. Lennox
π
Article
π
1974
π
Elsevier Science
π
English
β 342 KB
Moments of first passage times in genera
β
Oualid Jouini; Yves Dallery
π
Article
π
2007
π
Springer
π
English
β 298 KB
Non-integer moments of the first passage
β
Vincenzo Palleschi
π
Article
π
1991
π
Elsevier Science
π
English
β 422 KB
First passage time problems for a class
β
George H. Weiss; Attila Szabo
π
Article
π
1983
π
Elsevier Science
π
English
β 552 KB
On a discrimination problem for a class
β
Antonio Di Crescenzo; Luigi M. Ricciardi
π
Article
π
2001
π
John Wiley and Sons
π
English
β 138 KB
π 1 views
Variances of first passage times in a Ma
β
Jeffrey J. Hunter
π
Article
π
2008
π
Elsevier Science
π
English
β 766 KB
In an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] the author introduced the statistic Ξ· i = m j =1 m ij Ο j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha