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::First-hitting-time model

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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

{{ safesubst:#invoke:Unsubst||$N=More footnotes |date=__DATE__ |$B= {{#invoke:Message box|ambox}} }}

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: IntroNEXT: Examples
<<>>