Excursion probability
Appearance
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]
- Failed to parse (syntax error): {\displaystyle \mathbb P \left\{ \sup_{t \in T} f(t) \geq u \right}.}
References
- ^ 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.