Control of Exit Time for Lagrangian Systems with Weak Noise

2011 ◽  
pp. 167-176
Author(s):  
Agnessa Kovaleva
Keyword(s):  
Exit Time ◽  
Lagrangian Systems ◽  
Weak Noise

scholarly journals Prognostics Based on Stochastic Degradation Process: The Last Exit Time Perspective

2021 ◽  
pp. 1-19
Author(s):  
Jian-Xun Zhang ◽  
Dang-Bo Du ◽  
Xiao-Sheng Si ◽  
Yang Liu ◽  
Chang-Hua Hu
Keyword(s):  
Time Perspective ◽  
Exit Time ◽  
Degradation Process ◽  
Last Exit Time

scholarly journals THE EXTENDED Λ-METHOD FOR CONTROLLED LAGRANGIAN SYSTEMS

2005 ◽  
Vol 38 (1) ◽  
pp. 592-597 ◽  
Author(s):  
Dong Eui Chang
Keyword(s):  
Lagrangian Systems

n-point, win-by-k games

1989 ◽  
Vol 26 (4) ◽  
pp. 807-814 ◽  
Author(s):  
Kyle Siegrist
Keyword(s):  
Exit Time ◽  
Bernoulli Trials ◽  
Expected Number ◽  
First Exit Time ◽  
World Series ◽  
Time Space ◽  
Gambler’S Ruin ◽  
Gambler's Ruin Problem ◽  
Positive Integers ◽  
Made In

Consider a sequence of Bernoulli trials between players A and B in which player A wins each trial with probability p∈ [0, 1]. For positive integers n and k with k ≦ n, an (n, k) contest is one in which the first player to win at least n trials and to be ahead of his opponent by at least k trials wins the contest. The (n, 1) contest is the Banach match problem and the (n, n) contest is the gambler's ruin problem. Many real contests (such as the World Series in baseball and the tennis game) have an (n, 1) or an (n, 2) format. The (n, k) contest is formulated in terms of the first-exit time of the graph of a random walk from a certain region of the state-time space. Explicit results are obtained for the probability that player A wins an (n, k) contest and the expected number of trials in an (n, k) contest. Comparisons of (n, k) contests are made in terms of the probability that the stronger player wins and the expected number of trials.

Exit time of turbulent signals: A way to detect the intermediate dissipative range

1999 ◽  
Vol 60 (6) ◽  
pp. R6295-R6298 ◽  
Author(s):  
L. Biferale ◽  
M. Cencini ◽  
D. Vergni ◽  
A. Vulpiani
Keyword(s):  
Exit Time
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