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The Probability of First Reaching a Desired Level by a Random Process on a Given Interval

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Abstract

This paper estimates the probability of an event that a continuous random process first reaches a desired level on a given interval of the independent variable. The results are specified for Gaussian processes. An example of numerical bounds is given.

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Authors and Affiliations

  1. Moscow Institute of Physics and Technology, Moscow, Russia

    S. L. Semakov

  2. Moscow Aviation Institute (National Research University), Moscow, Russia

    S. L. Semakov & I. S. Semakov

Authors
  1. S. L. Semakov
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  2. I. S. Semakov
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Corresponding authors

Correspondence to S. L. Semakov or I. S. Semakov.

Additional information

Russian Text © S.L. Semakov, I.S. Semakov, 2019, published in Avtomatika i Telemekhanika, 2019, No. 3, pp. 83–102.

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Semakov, S.L., Semakov, I.S. The Probability of First Reaching a Desired Level by a Random Process on a Given Interval. Autom Remote Control 80, 459–473 (2019). https://doi.org/10.1134/S0005117919030068

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  • DOI: https://doi.org/10.1134/S0005117919030068

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