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  2. First-hitting-time model - Wikipedia

    en.wikipedia.org/wiki/First-hitting-time_model

    [2] [3] [4] Modeling the probability of financial ruin as a first passage time was an early application in the field of insurance. [5] An interest in the mathematical properties of first-hitting-times and statistical models and methods for analysis of survival data appeared steadily between the middle and end of the 20th century.

  3. Hitting time - Wikipedia

    en.wikipedia.org/wiki/Hitting_time

    The first exit time (from A) is defined to be the first hit time for S \ A, the complement of A in S. Confusingly, this is also often denoted by τ A. [1] The first return time is defined to be the first hit time for the singleton set {X 0 (ω)}, which is usually a given deterministic element of the state space, such as the origin of the ...

  4. Survival analysis - Wikipedia

    en.wikipedia.org/wiki/Survival_analysis

    2.2 Lifetime distribution function and event density. ... the survival event density function is known as the first passage time density.

  5. First passage percolation - Wikipedia

    en.wikipedia.org/wiki/First_passage_percolation

    First passage percolation is one of the most classical areas of probability theory. It was first introduced by John Hammersley and Dominic Welsh in 1965 as a model of fluid flow in a porous media. [1] It is part of percolation theory, and classical Bernoulli percolation can be viewed as a subset of first passage percolation.

  6. Residence time (statistics) - Wikipedia

    en.wikipedia.org/wiki/Residence_time_(statistics)

    This is the smallest time after the initial time t 0 that y(t) is equal to one of the critical values forming the boundary of the interval, assuming y 0 is within the interval. Because y(t) proceeds randomly from its initial value to the boundary, τ(y 0) is itself a random variable. The mean of τ(y 0) is the residence time, [1] [2]

  7. Inverse Gaussian distribution - Wikipedia

    en.wikipedia.org/wiki/Inverse_Gaussian_distribution

    This distribution appears to have been first derived in 1900 by Louis Bachelier [6] [7] as the time a stock reaches a certain price for the first time. In 1915 it was used independently by Erwin Schrödinger [4] and Marian v. Smoluchowski [5] as the time to first passage of a Brownian motion.

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  9. Mean sojourn time - Wikipedia

    en.wikipedia.org/wiki/Mean_sojourn_time

    The mean sojourn time (or sometimes mean waiting time) for an object in a dynamical system is the amount of time an object is expected to spend in a system before leaving the system permanently. This concept is widely used in various fields, including physics, chemistry, and stochastic processes, to study the behavior of systems over time.