ISSN 0021-3454 (print version)
ISSN 2500-0381 (online version)
Menu

6
Issue
vol 60 / JUNE, 2017
Article
UDC 519.2

ESFIMATION OF PROBABILITY OF THE FIRST LEVELS-CROSSING OF GAUSSIAN MARKOV SEQUENCE

N. V. Girina
St. Petersburg State University of Aerospace Instrumentation, Department of Information and Network Technologies; Post-Graduate Student


Abstract.   The probability of the time of first-crossing of constant and variable level by finite-order Gaussian Markov sequence is estimated using the geometrical and the generalized geometrical distributions.
Keywords:   probability of first-crossing time, finite-order Gaussian Markov sequence, constant and variable levels