Exceedance areas for second order stochastic processes

Authors

  • J. Tiago De Oliveira Centro de Matematicas Aplicadas, Lisboa

Abstract

Expressions are derived for the mean value and variance of the areas of exceedance of functional bounds for second order stochastic process X(t) in the interval (0,T) and applied specially to normal stochastic processes. Finally, bounds for exceedance planning are obtained.

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Published

1965-05-01

How to Cite

Tiago De Oliveira, J. (1965). Exceedance areas for second order stochastic processes. JORBEL - Belgian Journal of Operations Research, Statistics, and Computer Science, 6(1), 3–9. Retrieved from https://www.orbel.be/jorbel/index.php/jorbel/article/view/44

Issue

Vol. 6 No. 1 (1965)

Section

Articles