2025-02-22T18:09:09-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-165681%22&qt=morelikethis&rows=5
2025-02-22T18:09:09-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22irk-123456789-165681%22&qt=morelikethis&rows=5
2025-02-22T18:09:09-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-22T18:09:09-05:00 DEBUG: Deserialized SOLR response

The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process

It is a well-known result that almost all sample paths of a Brownian motion or Wiener process {W(t)} have infinitely many zero-crossings in the interval (0, δ) for δ > 0. Under the Kac condition, the telegraph process weakly converges to the Wiener process. We estimate the number of intersections...

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Bibliographic Details
Main Authors: Pogorui, A.A., Rodríguez-Dagnino, R.M., Kolomiets, T.
Format: Article
Language:English
Published: Інститут математики НАН України 2015
Series:Український математичний журнал
Subjects:
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/165681
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