作者
Charles E Smith
发表日期
1991/8
期刊
Noise in Physical Systems and 1/f Fluctuations
页码范围
389-392
出版商
Tokyo: Ohmsha
简介
The first passage time density for the Ornstein Uhlenbeck process is not available in a closed form. The first four moments of the distribution indicate that it lies close to the gamma distribution in a plot of its central fourth vs. third moment. Using this plot it is possible graphically to determine the coefs. in a Laguerre series approximation with the basis functions being gamma densities with different shape parameters.
引用总数
学术搜索中的文章
CE Smith - Noise in Physical Systems and 1/f Fluctuations, 1991