Journal articles on the topic 'First Hitting Time'
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Takeuchi, Junji. "First hitting time for Bessel processes." Proceedings of the Japan Academy, Series A, Mathematical Sciences 61, no. 8 (1985): 246–48. http://dx.doi.org/10.3792/pjaa.61.246.
Full textJackson, Ken, Alexander Kreinin, and Wanhe Zhang. "Randomization in the first hitting time problem." Statistics & Probability Letters 79, no. 23 (2009): 2422–28. http://dx.doi.org/10.1016/j.spl.2009.08.016.
Full textNakajima, Tadashi. "Joint distribution of the first hitting time and first hitting place for a random walk." Kodai Mathematical Journal 21, no. 2 (1998): 192–200. http://dx.doi.org/10.2996/kmj/1138043873.
Full textCui, Zhenyu, and Duy Nguyen. "First hitting time of integral diffusions and applications." Stochastic Models 33, no. 3 (2017): 376–91. http://dx.doi.org/10.1080/15326349.2017.1300920.
Full textMazza, Christian. "Asymptotic First Hitting-Time Distribution of Annealing Processes." SIAM Journal on Control and Optimization 32, no. 5 (1994): 1266–88. http://dx.doi.org/10.1137/s0363012991197171.
Full textYang, Xiangqun, and Shaoyue Liu. "Joint distributions of first hitting time and first hitting location after explosion for birth and death processes." Science in China Series A: Mathematics 43, no. 10 (2000): 1014–18. http://dx.doi.org/10.1007/bf02898234.
Full textStogiannis, D., C. Caroni, C. E. Anagnostopoulos, and I. K. Toumpoulis. "Comparing first hitting time and proportional hazards regression models." Journal of Applied Statistics 38, no. 7 (2010): 1483–92. http://dx.doi.org/10.1080/02664763.2010.505954.
Full textMaciuca, Romeo, and Song-Chun Zhu. "First Hitting Time Analysis of the Independence Metropolis Sampler." Journal of Theoretical Probability 19, no. 1 (2006): 235–61. http://dx.doi.org/10.1007/s10959-006-0002-9.
Full textXu, Lin, and Dongjin Zhu. "On the Distribution of First Exit Time for Brownian Motion with Double Linear Time-Dependent Barriers." ISRN Applied Mathematics 2013 (September 26, 2013): 1–5. http://dx.doi.org/10.1155/2013/865347.
Full textTouboul, Jonathan, and Olivier Faugeras. "A characterization of the first hitting time of double integral processes to curved boundaries." Advances in Applied Probability 40, no. 02 (2008): 501–28. http://dx.doi.org/10.1017/s0001867800002627.
Full textTouboul, Jonathan, and Olivier Faugeras. "A characterization of the first hitting time of double integral processes to curved boundaries." Advances in Applied Probability 40, no. 2 (2008): 501–28. http://dx.doi.org/10.1239/aap/1214950214.
Full textLiu, Yuanyuan, and Yanhong Song. "Integral-type functionals of first hitting times for continuous-time Markov chains." Frontiers of Mathematics in China 13, no. 3 (2018): 619–32. http://dx.doi.org/10.1007/s11464-018-0700-5.
Full textde la Peña, Victor, Henryk Gzyl, and Patrick McDonald. "Hitting Time and Inverse Problems for Markov Chains." Journal of Applied Probability 45, no. 3 (2008): 640–49. http://dx.doi.org/10.1239/jap/1222441820.
Full textde la Peña, Victor, Henryk Gzyl, and Patrick McDonald. "Hitting Time and Inverse Problems for Markov Chains." Journal of Applied Probability 45, no. 03 (2008): 640–49. http://dx.doi.org/10.1017/s0021900200004617.
Full textNAKAJIMA, Tadashi, and Sadao SATO. "On the Joint Distribution of the First Hitting Time and the First Hitting Place to the Space-Time Wedge Domain of a Biharmonic Pseudo Process." Tokyo Journal of Mathematics 22, no. 2 (1999): 399–413. http://dx.doi.org/10.3836/tjm/1270041446.
Full textRoss, Sheldon M., and Sridhar Seshadri. "HITTING TIME IN AN ERLANG LOSS SYSTEM." Probability in the Engineering and Informational Sciences 16, no. 2 (2002): 167–84. http://dx.doi.org/10.1017/s0269964802162036.
Full textAbundo, Mario. "The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion." Mathematics 6, no. 6 (2018): 91. http://dx.doi.org/10.3390/math6060091.
Full textXin Du, Youcong Ni, Ruliang Xiao, and Huang Faliang. "The Expected First Hitting Time of a class of Evolutionary Algorithms." International Journal of Advancements in Computing Technology 3, no. 6 (2011): 160–68. http://dx.doi.org/10.4156/ijact.vol3.issue6.19.
Full textIsozaki, Yasuki. "First hitting time of the integer lattice by symmetric stable processes." Statistics & Probability Letters 98 (March 2015): 50–53. http://dx.doi.org/10.1016/j.spl.2014.12.013.
Full textIsozaki, Yasuki. "The first hitting time of the integers by symmetric Lévy processes." Stochastic Processes and their Applications 129, no. 5 (2019): 1782–94. http://dx.doi.org/10.1016/j.spa.2018.06.001.
Full textUchiyama, Kohei. "The First Hitting Time of a Single Point for Random Walks." Electronic Journal of Probability 16 (2011): 1960–2000. http://dx.doi.org/10.1214/ejp.v16-931.
Full textShen, Shih-Yu, and Yi-Long Hsiao. "An Evaluation for the Probability Density of the First Hitting Time." Applied Mathematics 04, no. 05 (2013): 792–96. http://dx.doi.org/10.4236/am.2013.45108.
Full textLipton, Alexander, and Vadim Kaushansky. "On the first hitting time density for a reducible diffusion process." Quantitative Finance 20, no. 5 (2020): 723–43. http://dx.doi.org/10.1080/14697688.2020.1713394.
Full textGalván-Núñez, Silvia, and Nii Attoh-Okine. "A threshold-regression model for track geometry degradation." Proceedings of the Institution of Mechanical Engineers, Part F: Journal of Rail and Rapid Transit 232, no. 10 (2018): 2456–65. http://dx.doi.org/10.1177/0954409718777834.
Full textHamana, Yuji, Ryo Kaikura, and Kosuke Shinozaki. "Asymptotic expansions for the first hitting times of Bessel processes." Opuscula Mathematica 41, no. 4 (2021): 509–37. http://dx.doi.org/10.7494/opmath.2021.41.4.509.
Full textHesse, C. H. "Hitting-Time Densities of a Two-Dimensional Markov Process." Probability in the Engineering and Informational Sciences 6, no. 4 (1992): 561–80. http://dx.doi.org/10.1017/s0269964800002734.
Full textChia, A., T. Paterek, and L. C. Kwek. "Hitting statistics from quantum jumps." Quantum 1 (July 21, 2017): 19. http://dx.doi.org/10.22331/q-2017-07-21-19.
Full textKounta, Moussa. "First Passage Time of a Markov Chain That Converges to Bessel Process." Abstract and Applied Analysis 2017 (December 3, 2017): 1–7. http://dx.doi.org/10.1155/2017/7189826.
Full textAbundo, Mario. "On First-Hitting Time of a Linear Boundary by Perturbed Brownian Motion." Open Mathematics Journal 7, no. 1 (2014): 6–8. http://dx.doi.org/10.2174/1874117701407010006.
Full textLefebvre, Mario. "On the inverse of the first hitting time problem for bidimensional processes." Journal of Applied Probability 34, no. 3 (1997): 610–22. http://dx.doi.org/10.2307/3215088.
Full textLefebvre, Mario. "On the inverse of the first hitting time problem for bidimensional processes." Journal of Applied Probability 34, no. 03 (1997): 610–22. http://dx.doi.org/10.1017/s0021900200101287.
Full textHasilová, Kamila, and David Vališ. "Non-parametric estimates of the first hitting time of Li-ion battery." Measurement 113 (January 2018): 82–91. http://dx.doi.org/10.1016/j.measurement.2017.08.030.
Full textAlili, L., P. Patie, and J. L. Pedersen. "Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1." Stochastic Models 21, no. 4 (2005): 967–80. http://dx.doi.org/10.1080/15326340500294702.
Full textHishida, Yuji, Yuta Ishigaki, and Toshiki Okumura. "A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary." Asia-Pacific Financial Markets 26, no. 4 (2019): 553–65. http://dx.doi.org/10.1007/s10690-019-09278-0.
Full textYushan, Zhang, Huang Han, Hao Zhifeng, and Hu Guiwu. "First hitting time analysis of continuous evolutionary algorithms based on average gain." Cluster Computing 19, no. 3 (2016): 1323–32. http://dx.doi.org/10.1007/s10586-016-0587-4.
Full textKraft, Holger, and Mogens Steffensen. "Portfolio problems stopping at first hitting time with application to default risk." Mathematical Methods of Operations Research 63, no. 1 (2005): 123–50. http://dx.doi.org/10.1007/s00186-005-0026-4.
Full textYamamoto, Ken. "Solution and Analysis of a One-Dimensional First-Passage Problem with a Nonzero Halting Probability." International Journal of Statistical Mechanics 2013 (October 27, 2013): 1–9. http://dx.doi.org/10.1155/2013/831390.
Full textJia, Lifen, Waichon Lio, and Wei Chen. "Extreme values, first hitting time and time integral of solution of uncertain spring vibration equation." Journal of Intelligent & Fuzzy Systems 38, no. 3 (2020): 3201–11. http://dx.doi.org/10.3233/jifs-191179.
Full textSacerdote, Laura, Ottavia Telve, and Cristina Zucca. "Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries." Advances in Applied Probability 46, no. 01 (2014): 186–202. http://dx.doi.org/10.1017/s0001867800006996.
Full textSacerdote, Laura, Ottavia Telve, and Cristina Zucca. "Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries." Advances in Applied Probability 46, no. 1 (2014): 186–202. http://dx.doi.org/10.1239/aap/1396360109.
Full textWhiteside, David, and Machar Reid. "External Match Workloads During the First Week of Australian Open Tennis Competition." International Journal of Sports Physiology and Performance 12, no. 6 (2017): 756–63. http://dx.doi.org/10.1123/ijspp.2016-0259.
Full textJiang, Jing, Li Dong Meng, and Xiu Mei Xu. "The Study on Convergence and Convergence Rate of Genetic Algorithm Based on an Absorbing Markov Chain." Applied Mechanics and Materials 239-240 (December 2012): 1511–15. http://dx.doi.org/10.4028/www.scientific.net/amm.239-240.1511.
Full textChowdhury and, Anirban Narayan, and Rolando D. Somma. "Quantum algorithms for Gibbs sampling and hitting-time estimation." Quantum Information and Computation 17, no. 1&2 (2017): 41–64. http://dx.doi.org/10.26421/qic17.1-2-3.
Full textLefebvre, Mario, and Éric Léonard. "On the first hitting place of the integrated Wiener process." Advances in Applied Probability 21, no. 04 (1989): 945–48. http://dx.doi.org/10.1017/s0001867800019182.
Full textLefebvre, Mario, and Éric Léonard. "On the first hitting place of the integrated Wiener process." Advances in Applied Probability 21, no. 4 (1989): 945–48. http://dx.doi.org/10.2307/1427780.
Full textDong, Qinglai, and Lirong Cui. "First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries." Methodology and Computing in Applied Probability 21, no. 1 (2018): 1–23. http://dx.doi.org/10.1007/s11009-018-9638-z.
Full textVarshney, Neeraj, Werner Haselmayr, and Weisi Guo. "On Flow-Induced Diffusive Mobile Molecular Communication: First Hitting Time and Performance Analysis." IEEE Transactions on Molecular, Biological and Multi-Scale Communications 4, no. 4 (2018): 195–207. http://dx.doi.org/10.1109/tmbmc.2019.2928543.
Full textStogiannis, D., and C. Caroni. "Issues in Fitting Inverse Gaussian First Hitting Time Regression Models for Lifetime Data." Communications in Statistics - Simulation and Computation 42, no. 9 (2013): 1948–60. http://dx.doi.org/10.1080/03610918.2012.687061.
Full textYu, Yang, and Zhi-Hua Zhou. "A new approach to estimating the expected first hitting time of evolutionary algorithms." Artificial Intelligence 172, no. 15 (2008): 1809–32. http://dx.doi.org/10.1016/j.artint.2008.07.001.
Full textLocatelli, M. "Convergence and first hitting time of simulated annealing algorithms for continuous global optimization." Mathematical Methods of Operations Research (ZOR) 54, no. 2 (2001): 171–99. http://dx.doi.org/10.1007/s001860100149.
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