First-hitting-time model

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First-hitting-time applications in many families of stochastic processes

Poisson processes Wiener processes Gamma processes Markov chains

4 related topics

Examples

Ruin problem Gambler's ruin Drift Narrow escape problem Biophysics

6 related topics

First passage time of a 1D Brownian particle

Brownian particle Probability density function Diffusion equation Absorbing boundary condition Error function

6 related topics

Threshold regression: first-hitting-time regression

Regression

1 related topics

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Overview

Examples

First passage time of a 1D Brownian particle

First-hitting-time applications in many families of stochastic processes

Poisson processes Poisson process
Wiener processes Wiener process
Gamma processes Gamma process
Markov chains Markov chain

Threshold regression: first-hitting-time regression

Regression Regression analysis

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Map overview Semantic statistics

Nodes29

Edges28

Triples11

Avg. degree1.93

Density0.068966

Components1

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First-hitting-time model

Top relations

related to Examples · 5

First-hitting-time model → First-hitting-time, Gambler's, In, The, When

related to Operational or analytical time scale · 2

First-hitting-time model → In, The

is a · 1

First-hitting-time model → ruin problem

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Important terminology

time doi regression first process threshold 10 models stochastic displaystyle probability particle model pmid passage data hitting survival first-hitting-time whitmore

Entity relationships Subject–Predicate–Object triples

Subject	Predicate	Object	Confidence	Src
First-hitting-time model	is a	ruin problem	0.90	text
the probability that this occurs within finite time	instance of	The model can answer questions	0.80	text
or the mean time until which it occurs.First-hitting-time models can be applied to expected lifetimes	instance of	The model can answer questions	0.80	text
of patients or mechanical devices	instance of	The model can answer questions	0.80	text
First-hitting-time model	related to Examples	Gambler's	0.60	section
First-hitting-time model	related to Examples	In	0.60	section
First-hitting-time model	related to Examples	The	0.60	section
First-hitting-time model	related to Examples	First-hitting-time	0.60	section
First-hitting-time model	related to Examples	When	0.60	section
First-hitting-time model	related to Operational or analytical time scale	The	0.60	section
First-hitting-time model	related to Operational or analytical time scale	In	0.60	section

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First-hitting-time applications in many families of stochastic processes

Examples

First passage time of a 1D Brownian particle

Threshold regression: first-hitting-time regression

Key facts & relationships

Topics to explore

Overview

Examples

First passage time of a 1D Brownian particle

First-hitting-time applications in many families of stochastic processes

Threshold regression: first-hitting-time regression

Advanced semantic analysis

Map overview Semantic statistics

First-hitting-time model

How this topic connects Entity context

First-hitting-time model

Top relations

Important terminology Word statistics

Important terminology

Entity relationships Subject–Predicate–Object triples

Related concept clusters Concept neighborhoods

Connections between topic areas Semantic bridges