FAR EASTERN BRANCH OF THE RUSSIAN ACADEMY OF SCIENCES
INSTITUTE OF APPLIED MATHEMATICS KHABAROVSK DIVISION
Far Eastern Mathematical Journal
Accuracy solution of A.A. Novikov problem for reaching moments of autoregressive sequence |
M. A. Osipova, G. Sh. Tsitsiashvili |
2009, issue 1-2, P. 182–189 |
Abstract |
| In this paper the Laplas model described by an autoregressive random sequence is considered. Our problem is to calculate a distribution of a reaching moment in the model. The problem is put by A.A. Novikov and obtained in the paper an accuracy solution. This solution may be realized sufficiently simple numerically. |
Keywords: the Laplas model, a reaching moment, a sum of exponents, a recurrent integral equality |
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References |