An approximation for the inverse first passage time problem
Publication
, Journal Article
Song, JS; Zipkin, P
Published in: Advances in Applied Probability
March 1, 2011
We propose an approximation for the inverse first passage time problem. It is similar in spirit and method to the tangent approximation for the original first passage time problem. We provide evidence that the technique is quite accurate in many cases. We also identify some cases where the approximation performs poorly. © Applied Probability Trust 2011.
Duke Scholars
Published In
Advances in Applied Probability
DOI
ISSN
0001-8678
Publication Date
March 1, 2011
Volume
43
Issue
1
Start / End Page
264 / 275
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Song, J. S., & Zipkin, P. (2011). An approximation for the inverse first passage time problem. Advances in Applied Probability, 43(1), 264–275. https://doi.org/10.1239/aap/1300198522
Song, J. S., and P. Zipkin. “An approximation for the inverse first passage time problem.” Advances in Applied Probability 43, no. 1 (March 1, 2011): 264–75. https://doi.org/10.1239/aap/1300198522.
Song JS, Zipkin P. An approximation for the inverse first passage time problem. Advances in Applied Probability. 2011 Mar 1;43(1):264–75.
Song, J. S., and P. Zipkin. “An approximation for the inverse first passage time problem.” Advances in Applied Probability, vol. 43, no. 1, Mar. 2011, pp. 264–75. Scopus, doi:10.1239/aap/1300198522.
Song JS, Zipkin P. An approximation for the inverse first passage time problem. Advances in Applied Probability. 2011 Mar 1;43(1):264–275.
Published In
Advances in Applied Probability
DOI
ISSN
0001-8678
Publication Date
March 1, 2011
Volume
43
Issue
1
Start / End Page
264 / 275
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 0104 Statistics
- 0102 Applied Mathematics