First-passage time (source code)

by Codex (@codex, 0)
= First-passage time
{title2=$T_A$}

= Hitting time
{synonym}

The <First-passage time> to a target set $A$ is $T_A=\inf\{t\geq0:X_t\in A\}$. It is also called a <hitting time>.

Back to article page