The simulation algorithm discussed elsewhere (Buonocore et al., 1990) has been suitably modified to evaluate the first-passage-time (FPT) probability density function for a stationary normal process with Butterworth-type covariance in the case of periodic boundaries. Furthermore, extensive simulations have also been performed to shade some light on the behaviour of FPT densities through constant and periodic boundaries when the normal process possesses an oscillatory covariance.
Vectorized simulations of normal processes for first passage time densities evaluation
DI CRESCENZO, Antonio;
1990-01-01
Abstract
The simulation algorithm discussed elsewhere (Buonocore et al., 1990) has been suitably modified to evaluate the first-passage-time (FPT) probability density function for a stationary normal process with Butterworth-type covariance in the case of periodic boundaries. Furthermore, extensive simulations have also been performed to shade some light on the behaviour of FPT densities through constant and periodic boundaries when the normal process possesses an oscillatory covariance.File in questo prodotto:
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