## ::First-hitting-time model

### ::concepts

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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 <math>A</math> with respect to an instance of a stochastic process is the time until the stochastic process first enters <math>A</math>.

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.<ref>Redner 2001</ref>

**First-hitting-time model sections**

Intro Examples First passage time of a 1D Brownian Particle Latent vs observable See also References

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First::process Particle::partial Right::brownian Position::model Models::journal Passage::equation

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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 <math>A</math> with respect to an instance of a stochastic process is the time until the stochastic process first enters <math>A</math>.

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.<ref>Redner 2001</ref>

**First-hitting-time model sections**

Intro Examples First passage time of a 1D Brownian Particle Latent vs observable See also References

PREVIOUS: Intro | NEXT: Examples |

<< | >> |