First-hitting-time model

Known as: %22first passage time%22, First-hitting-time Models, First passge time

Events are often triggered when a stochastic or random process first encounters a threshold. The threshold can be a barrier, boundary or specified…

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.

Review

2017

Review

2017

One decade ago, an eminent scholar and practitioner underscored the importance of tackling moral hazards in international…

2011

This paper presents the results of comparing designing across different domains. It is claimed that designing involves…

2009

Most studies of modern cellular mobile networks concern performance measures directly computable from the stationary state…

2005

We describe the relationship between physical probability of default and prices of credit sensitive securities. Our starting…

2004

Useful descriptions of stochastic models are often provided when they are represented as functions of well understood stochastic…

2001

The kinetics and thermodynamics of the coil-to-helix transition is studied using a one-dimensional “Zimm−Bragg” Ising model. The…

2000

Many stochastic optimization problems are solved using the renewal reward theorem (RRT). Once a regenerative cycle is identified…

1995

We consider aM/G/1 queue modified such that an arriving customer may be totally or partially rejected depending on a r.v. (the…

1983

First and second-order approximations to the first passage time conditional probability density function of a stationary Gaussian…

1975

We discuss two models of 2-unit standby redundant systems with imperfect switchover. In Model I the switch assumes up and down…