ESTIMATION OF 1ST CROSSING TIME DISTRIBUTION FOR N-PARAMETER BROWNIAN-MOTION PROCESSES RELATIVE TO UPPER-CLASS BOUNDARIES

被引：1

作者：

SEN, PK ^{[1
]}

WICHURA, MJ ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1984年 / 15卷 / 02期

关键词：

D O I：

10.1016/0047-259X(84)90026-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：201 / 221

页数：21

共 9 条

[1] THE 1ST HITTING TIME FOR THE INTEGRATED BROWNIAN-MOTION
LACHAL, A
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1991, 27 (03): : 385 - 405
[2] MODELING THE REPAIRABILITY FUNCTION BY THE 1ST PASSAGE TIME DISTRIBUTION OF BROWNIAN-MOTION
SHERIF, YS
[J]. MICROELECTRONICS AND RELIABILITY, 1980, 20 (05): : 687 - 691
[3] MODELING THE REPAIRABILITY FUNCTION BY THE 1ST PASSAGE TIME DISTRIBUTION OF BROWNIAN-MOTION
SHERIF, YS
ALLEY, LR
[J]. MICROELECTRONICS AND RELIABILITY, 1981, 21 (02): : 257 - 258
[4] BARRIER ESTIMATION USING 1ST PASSAGE TIME DATA FROM BROWNIAN-MOTION
WHITMORE, GA
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 19 (01) : 57 - 57
[5] 1ST-PASSAGE TIME DISTRIBUTION OF BROWNIAN-MOTION AS A RELIABILITY MODEL
SHERIF, YS
SMITH, ML
[J]. IEEE TRANSACTIONS ON RELIABILITY, 1980, 29 (05) : 425 - 426
[6] THE 1ST-PASSAGE TIME DISTRIBUTION OF BROWNIAN-MOTION AND ITS APPLICATIONS
SHERIF, YS
[J]. MICROELECTRONICS AND RELIABILITY, 1982, 22 (02): : 217 - 226
[7] 1ST EXIT DENSITIES OF BROWNIAN-MOTION THROUGH ONE-SIDED MOVING BOUNDARIES
JENNEN, C
LERCHE, HR
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (02): : 133 - 148
[8] ON THE 1ST HITTING TIME AND THE LAST EXIT TIME FOR A BROWNIAN-MOTION TO FROM A MOVING BOUNDARY
SALMINEN, P
[J]. ADVANCES IN APPLIED PROBABILITY, 1988, 20 (02) : 411 - 426
[9] ON THE SAMPLE PATH BEHAVIOR OF THE 1ST PASSAGE TIME PROCESS OF A BROWNIAN-MOTION WITH DRIFT
DEHEUVELS, P
STEINEBACH, J
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1990, 26 (01): : 145 - 179

← 1 →