This article is cited in 1 scientific paper (total in 1 paper)
Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence
M. A. Osipova, G. Sh. Tsitsiashvili
Institute of Applied Mathematics, Far-Eastern Branch of the Russian Academy of Sciences
In this paper the Laplas model described by an autoregressive
random sequence is considered. Our problem is to calculate a
distribution of a reaching moment in the model. The problem is put
by A.A. Novikov and obtained in the paper an accuracy solution.
This solution may be realized sufficiently simple numerically.
the Laplas model, a reaching moment, a sum of exponents, a recurrent integral equality.
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M. A. Osipova, G. Sh. Tsitsiashvili, “Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence”, Dal'nevost. Mat. Zh., 9:1-2 (2009), 182–189
Citation in format AMSBIB
\by M.~A.~Osipova, G.~Sh.~Tsitsiashvili
\paper Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence
\jour Dal'nevost. Mat. Zh.
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