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Excursion probability
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Excursion probability : ウィキペディア英語版
Excursion probability
In probability theory, an excursion probability is the probability that a stochastic process surpasses a given value in a fixed time period. It is the probability
:\mathbb P \left\.
Numerous approximation methods for the situation where ''u'' is large and f(''t'') is a Gaussian process have been proposed such as Rice's formula.〔 First-excursion probabilities can be used to describe deflection to a critical point experienced by structures during "random loadings, such as earthquakes, strong gusts, hurricanes, etc."
==References==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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