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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク First-hitting-time model ： ウィキペディア英語版 First-hitting-time model In statistics, first-hitting-time models are a sub-class of survival models. The first hitting time, also called first passage time, of a set $A$ with respect to an instance of a stochastic process is the time until the stochastic process first enters $A$. More colloquially, a first passage time in a stochastic system, is the time taken for a state variable to reach a certain value. Understanding this metric allows one to further understand the physical system under observation, and as such has been the topic of research in very diverse fields, from Economics to Ecology.〔Redner 2001〕 ==Examples== A common example of a first-hitting-time model is a ruin problem, such as Gambler's ruin. In this example, an entity (often described as a gambler or an insurance company) has an amount of money which varies randomly with time, possibly with some drift. The model considers the event that the amount of money reaches 0, representing bankruptcy. The model can answer questions such as the probability that this occurs within finite time, or the mean time until which it occurs. First-hitting-time models can be applied to expected lifetimes, of patients or mechanical devices. When the process reaches an adverse threshold state for the first time, the patient dies, or the device breaks down. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「First-hitting-time model」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.