The method proposed in Franklin J.N. (1965) is adapted to simulate the sample paths of a normal process with a Butterworth type-2 covariance in order to obtain first-passage-time probability density functions through constant boundaries. In analogy with the case of certain diffusion process, asymptotic exponential trends are disclosed. The results of some of the performed computations are shown and briefly discussed.
First passage time trends for normal B-2 covariances processes / Buonocore, Aniello; F., Iardino; A., Nakamura; Ricciardi, LUIGI MARIA. - STAMPA. - (1990), pp. 405-412. (Intervento presentato al convegno Tenth European Meeting on Cybernetics and Systems Research tenutosi a Vienna nel April 17-20, 1990).
First passage time trends for normal B-2 covariances processes
BUONOCORE, ANIELLO;RICCIARDI, LUIGI MARIA
1990
Abstract
The method proposed in Franklin J.N. (1965) is adapted to simulate the sample paths of a normal process with a Butterworth type-2 covariance in order to obtain first-passage-time probability density functions through constant boundaries. In analogy with the case of certain diffusion process, asymptotic exponential trends are disclosed. The results of some of the performed computations are shown and briefly discussed.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
