Intersection of a determined level by Gaussian Markov process
Abstract
The hypothesis regarding the conditional law on distribution of the first intersection point of Markov Gaussian process with a constant is verified by simulation modeling. The precision generator of Markov paths is used. The hypothesis is extended to an arbitrary determined level as well as to the stationary processes with respect to dispersion.
Published
2004-04-20
How to Cite
Vorobiev, S. (2004). Intersection of a determined level by Gaussian Markov process. Information and Control Systems, (2), 16-20. Retrieved from http://proceedings.spiiras.nw.ru/index.php/ius/article/view/14428
Issue
Section
System and process modeling