DOI: https://doi.org/10.3103/S0735272709100021
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Distribution of time intervals determining the first instant when a stationary process reaches the set level

D. V. Yevgrafov

Abstract


This paper describes a method of determining the rigorous analytical expression for the distribution of time instants when a stationary process differentiable in the root-mean-square sense attains threshold for the first time. It has been shown that this expression is a solution of the partial integral-differential equation corroborating earlier results.


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References


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