Distribution of time intervals determining the first instant when a stationary process reaches the set level

D. V. Yevgrafov

doi:10.3103/S0735272709100021

Authors

D. V. Yevgrafov Igor Sikorsky Kyiv Polytechnic Institute, Ukraine https://orcid.org/0000-0001-9651-1558

DOI:

https://doi.org/10.3103/S0735272709100021

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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