NASA NTRS · 19690000333
On the bound of first excursion probability
Abstract
Method has been developed to improve the lower bound of the first excursion probability that can apply to the problem with either constant or time-dependent barriers. The method requires knowledge of the joint density function of the random process at two arbitrary instants.
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Yang, J. N.. 1969-09-01. On the bound of first excursion probability. https://ntrs.nasa.gov/citations/19690000333
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