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Avtomatika i Telemekhanika, 1988, Issue 6, Pages 87–95 (Mi at6702)  
This article is cited in 7 scientific papers (total in 7 papers)

Stochastic Systems

First arrival of a random process on the boundary

S. L. Semakov

Moscow
Full-text PDF (1029 kB) Citations (7)
Abstract: The article discusses determining the probability that an $n$-dimensional random process will leave a specified domain in an $n$-dimensional space. The resultant estimates of this probability are discussed for a non-Markov process. An example illustrates the accuracy of estimates varying with the process.

Received: 15.01.1987
Bibliographic databases:
Document Type: Article
UDC: 519.216
Language: Russian
Citation: S. L. Semakov, “First arrival of a random process on the boundary”, Avtomat. i Telemekh., 1988, no. 6, 87–95; Autom. Remote Control, 49:6 (1988), 757–764
Citation in format AMSBIB
\Bibitem{Sem88}
\by S.~L.~Semakov
\paper First arrival of a random process on the boundary
\jour Avtomat. i Telemekh.
\yr 1988
\issue 6
\pages 87--95
\mathnet{http://mi.mathnet.ru/at6702}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=956587}
\zmath{https://zbmath.org/?q=an:0658.60080}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 6
\pages 757--764
Linking options:
  • https://www.mathnet.ru/eng/at6702
  • https://www.mathnet.ru/eng/at/y1988/i6/p87
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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