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===소스===
 
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== 메타데이터 ==
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* ID :  [https://www.wikidata.org/wiki/Q5452195 Q5452195]
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===Spacy 패턴 목록===
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* [{'LOWER': 'first'}, {'OP': '*'}, {'LOWER': 'hitting'}, {'OP': '*'}, {'LOWER': 'time'}, {'LEMMA': 'model'}]
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* [{'LOWER': 'first'}, {'OP': '*'}, {'LOWER': 'passage'}, {'OP': '*'}, {'LEMMA': 'process'}]

2020년 12월 28일 (월) 20:24 기준 최신판

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말뭉치

  1. In statistics, first-hitting-time models are a sub-class of survival models.[1]
  2. A common example of a first-hitting-time model is a ruin problem, such as Gambler's ruin.[1]
  3. First-hitting-time models can be applied to expected lifetimes, of patients or mechanical devices.[1]
  4. An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME).[2]
  5. The importance of first-passage phenomena stems from its fundamental role in stochastic processes that are triggered by a first passage event.[3]
  6. In the first-passage time model, the trigger process can be either an accounting ratio or a market price.[4]
  7. Equation (15) also shows that the CoCos pricing problem is the first-passage time problem of two different Lévy processes (2) and (11).[4]
  8. Since rare forms of Lévy process have solved first-passage time problem, it is not easy to give closed-form expression for CoCos price if these two Lévy processes have different forms.[4]
  9. The Lévy framework shows hybrid nature of CoCos intuitively and reduces the CoCos pricing problem to the first-passage time problem of trigger process.[4]
  10. First-passage-time distribution for Wiener processes has a single peak, while that for stocks exhibits a notable second peak within a trading day.[5]
  11. In particular, we obtain the mean first passage time for CTRW processes with truncated power-law transition time distribution.[6]
  12. Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold.[7]
  13. Furthermore, the derivation of closed-form analytical solutions to the first passage probability for nonstationary processes has not been very successful except for Gaussian process.[8]
  14. At the first passage time, a node in the network is able to process the packets that are transmitted as parts of the calibration.[9]
  15. On the First Passage Time Across a Given Level for Processes with Independent Increments.[10]

소스

  1. ↑ 1.0 1.1 1.2 First-hitting-time model
  2. ↑ First passage time in multistep stochastic processes with applications to dust charging
  3. ↑ First-Passage Fundamentals (Chapter 1)
  4. ↑ 4.0 4.1 4.2 4.3 First-Passage Time Model Driven by Lévy Process for Pricing CoCos
  5. ↑ First-Passage-Time Distribution for Variable-Diffusion Processes
  6. ↑ Mean first passage time for a class of non-Markovian processes
  7. ↑ Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity
  8. ↑ Closed-Form Solution to First Passage Probability for Nonstationary Lognormal Processes
  9. ↑ First-passage-time problems in time-aware networks
  10. ↑ On the First Passage Time for One Class of Processes with Independent Increments

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  • [{'LOWER': 'first'}, {'OP': '*'}, {'LOWER': 'hitting'}, {'OP': '*'}, {'LOWER': 'time'}, {'LEMMA': 'model'}]
  • [{'LOWER': 'first'}, {'OP': '*'}, {'LOWER': 'passage'}, {'OP': '*'}, {'LEMMA': 'process'}]
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