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Excursion probability

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In probability theory, an excursion probability is the probability that a stochastic process surpasses a given value in a fixed time period. It is the probability[1]

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References

  1. ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1007/978-0-387-48116-6_4, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with |doi=10.1007/978-0-387-48116-6_4 instead.