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