Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 70 for “"First-passage"”.
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First passage probabilities for a linear harmonic oscillator
Thesis (Sc. D.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 1964.
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First-passage-time problems in time-aware networks
First passage time or the first time that a stochastic process crosses a boundary is a random variable whose probability distribution is sought in engineering, statistics, finance, and other disciplines. The probability distribution of the first passage time has practical utility but is difficult …
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Time-dependent power spectra and first passage probabilities.
Massachusetts Institute of Technology, Dept. of Civil Engineering. Thesis. 1971. Ph.D.
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Environmental thermal stresses as a first passage problem
… sites are considered: Barrow (AK) and Yuma (AZ). First passage concepts are applied to characterize the reliability of the system. Crossings are assumed to follow either the behavior of the Poisson process or Markov process. In both cases, the distribution of the time to first passage is taken to …
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First-passage time analysis of particle transport in the cytoplasm
… transported by activity within the cell. Here, first-passage time (FPT) analysis is presented as an alternate measure that can better represent the diversity of particle behavior. FPT analysis reveals that the diffusive-like motion of tracer particles can not be accurately modeled as random-walk …
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Analysing First Passage Time Distributions of Large Ill-Conditioned Energy Landscapes
… and improving algorithms to compute first passage time (FPT) distributions. First, we introduce new insights into FPT distributions, including showing how the distribution depends on initial conditions, and how features can be assigned to specific kinetic traps. When the state space …
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The First Passage Problem in Random Vibration for a Simple Hysteretic Oscillator
… the ordinary statistical moments of time to first passage and to determine the probability of first passage failure for a simple oscillator, incorporating the modified Bouc hysteresis model, has been developed. Two boundary value problems are formulated from Markov process theory and solved …
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First passage and other failure criteria in narrow-band random vibration: a discrete state approach.
Massachusetts Institute of Technology. Dept. of Civil Engineering. Thesis. 1970. Ph.D.
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Predictive reliabilities for electronic components
… time for this mechanism is expressed as the first passage time of the birth process to state k from initial state l. First passage time distribution is derived for different forms of transition rates. When the initial and final states of the process are considered as random, the failure time …
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Novel Invariant Features of the US Stock Market
… fluctuations observed in the US stock market. First-passage-time distribution, which presents the likelihood of a stock reaching a pre-specified price at a given time, is useful in risk assessment and in valuation of certain option contracts. This is one invariant feature of a random process. …
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Stochastic Modeling and Simulations of Biological Transport
… general field of stochastic processes, namely first-passage time process is investigated. Explicit expressions of important properties, such as splitting probailities and mean first-passage times, that are relevant to (but not limited to) biological transport, are derived for several complex …
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A feasibility study for a proactive congestion control for broadband networks
… through a tunable leaky bucket technique. First passage time analysis for Markov processes and Markov drift processes is used to give a measure of congestion imminence, through the probability distribution for the time to overload. Applications both to real time services and delay tolerant …
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Snap-through of a shallow arch subjected to random excitation
… The parameter of interest is the time of first snap-through of the shallow arch under random load. This is defined as the time taken for the arch to snap to the other side of the horizontal axis. The statistics of the time to first snap-through, such as the mean time to failure as well as …
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Kinetics of Brownian Transport
… of the ”speed” of Brownian motion is themean first-passage time (FPT) to a given distance. FPTs exist in various flavours including exit- and transition-path times, which, for instance, can be used to quantify the length of reaction paths in folding transitions inmolecules such as DNA. Due to …
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Molecular simulation of nucleation from flowing polymer melts
… of nucleation events It is based on the first-passage time statistics of a stochastic process obeying the classical nucleation theory (CNT) and utilized a novel approximation for the first-passage time distribution. Using this method, FEN in C20 was determined to occur through both a …
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Noisy Transport in Reaction-Diffusion Systems With Quenched Disorder
… hopping conduction in doped semiconductors and first passage percolation. These tools will allow for predictions to be made for a number of important transport-related features: the infection time, or time needed for the population to traverse the system; the velocity of the front moving through …
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Random walks conditioned to stay positive
… := inf{n ≥ 1 : x + S<sub>n</sub> ≤ 0} — the first passage times. For x ≥ 0 we study the asymptotic expansion for the tail distribution P(t<sub>x</sub> > n) under the condition that one-step distribution has finite high moments. We also derive asymptotic expansion for local probabilities …
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The narrow escape problem : a matched asymptotic expansion approach
… asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is …
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