Results 1  10
of
2,518
Randomization in the First Hitting Time Problem ∗
, 2009
"... In this paper we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t) = µt, find a distribution of the initial state such that the distribution of the first hit ..."
Abstract
 Add to MetaCart
In this paper we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t) = µt, find a distribution of the initial state such that the distribution of the first
of the first hitting times of Bessel processes ∗
"... Asymptotics of the probability distributions ..."
CellBased FirstHit Ray Casting
, 2001
"... Cellbased firsthit ray casting, a new technique for fast perspective volume visualization, is presented in this paper. This technique, based on the well known ray casting algorithm, performs isosurfacing and supports interactive threshold adjustment. It is accelerated by the reduction of averag ..."
Abstract

Cited by 15 (4 self)
 Add to MetaCart
Cellbased firsthit ray casting, a new technique for fast perspective volume visualization, is presented in this paper. This technique, based on the well known ray casting algorithm, performs isosurfacing and supports interactive threshold adjustment. It is accelerated by the reduction
THE PROBABILITY DISTRIBUTIONS OF THE FIRST HITTING TIMES OF BESSEL PROCESSES
"... Abstract. We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions by means of the zeros of the Bessel functions. The resulting formula is simpler and easier to treat than the corresponding results which have already been obtained. 1. ..."
Abstract

Cited by 14 (1 self)
 Add to MetaCart
Abstract. We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions by means of the zeros of the Bessel functions. The resulting formula is simpler and easier to treat than the corresponding results which have already been obtained. 1.
CellBased FirstHit Ray Casting
"... Cellbased firsthit ray casting is a new technique for fast perspective volume visualization. This technique, based on the well known ray casting algorithm, performs isosurfacing and supports interactive threshold adjustment. It is accelerated by the reduction of average ray path lengths to only a ..."
Abstract
 Add to MetaCart
Cellbased firsthit ray casting is a new technique for fast perspective volume visualization. This technique, based on the well known ray casting algorithm, performs isosurfacing and supports interactive threshold adjustment. It is accelerated by the reduction of average ray path lengths to only
A New Approach to Estimating the Expected First Hitting Time of Evolutionary Algorithms
"... The expected first hitting time is an important issue in theoretical analyses of evolutionary algorithms since it implies the average computational time complexity. In this paper, by exploiting the relationship between the convergence rate and the expected first hitting time, a new approach to estim ..."
Abstract
 Add to MetaCart
The expected first hitting time is an important issue in theoretical analyses of evolutionary algorithms since it implies the average computational time complexity. In this paper, by exploiting the relationship between the convergence rate and the expected first hitting time, a new approach
FIRSTHIT ANALYSIS OF ALGORITHMS FOR COMPUTING QUADRATIC IRREGULARITY
"... Abstract. The author has previously extended the theory of regular and irregular primes to the setting of arbitrary totally real number fields. It has been conjectured that the Bernoulli numbers, or alternatively the values of the Riemann zeta function at odd negative integers, are uniformly distrib ..."
Abstract
 Add to MetaCart
Abstract. The author has previously extended the theory of regular and irregular primes to the setting of arbitrary totally real number fields. It has been conjectured that the Bernoulli numbers, or alternatively the values of the Riemann zeta function at odd negative integers, are uniformly distributed modulo p for every p. This is the basis of a wellknown heuristic, given by Siegel, estimating the frequency of irregular primes. So far, analyses have shown that if Q ( √ D) is a real quadratic field, then the values of the zeta function ζD(1 − 2m) = ζ Q ( √ D) (1 − 2m) at negative odd integers are also distributed as expected modulo p for any p. We use this heuristic to predict the computational time required to find quadratic analogues of irregular primes with a given order of magnitude. We also discuss alternative ways of collecting large amounts of data to test the heuristic. 1.
Representations of the first hitting time density of an OrnsteinUhlenbeck process
 Stoch. Models
"... Three expressions are provided for the first hitting time density of an OrnsteinUhlenbeck process to reach a fixed level. The first hinges on an eigenvalue expansion involving zeros of the parabolic cylinder functions. The second is an integral representation involving some special functions wherea ..."
Abstract

Cited by 32 (1 self)
 Add to MetaCart
Three expressions are provided for the first hitting time density of an OrnsteinUhlenbeck process to reach a fixed level. The first hinges on an eigenvalue expansion involving zeros of the parabolic cylinder functions. The second is an integral representation involving some special functions
On the expectation of normalized Brownian functionals up to first hitting times
, 2013
"... Let B be a Brownian motion and T1 its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of BUT1 / √ T1, that is the rescaled Brownian motion sampled at uniform time. In particular, we show that this variable is centered. ..."
Abstract

Cited by 3 (3 self)
 Add to MetaCart
Let B be a Brownian motion and T1 its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of BUT1 / √ T1, that is the rescaled Brownian motion sampled at uniform time. In particular, we show that this variable is centered.
Results 1  10
of
2,518