About: First-hitting-time model

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Events are often triggered when a stochastic or random process first encounters a threshold. The threshold can be a barrier, boundary or specified state of a system. The amount of time required for a stochastic process, starting from some initial state, to encounter a threshold for the first time is referred to variously as a first hitting time. In statistics, first-hitting-time models are a sub-class of survival models. The first hitting time, also called first passage time, of the barrier set with respect to an instance of a stochastic process is the time until the stochastic process first enters .

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rdfs:label	First-hitting-time model (en)
rdfs:comment	Events are often triggered when a stochastic or random process first encounters a threshold. The threshold can be a barrier, boundary or specified state of a system. The amount of time required for a stochastic process, starting from some initial state, to encounter a threshold for the first time is referred to variously as a first hitting time. In statistics, first-hitting-time models are a sub-class of survival models. The first hitting time, also called first passage time, of the barrier set with respect to an instance of a stochastic process is the time until the stochastic process first enters . (en)
dcterms:subject	Regression with time series structure Regression models Survival analysis
Wikipage page ID	18484937 (xsd:integer)
Wikipage revision ID	1108990331 (xsd:integer)
Link from a Wikipage to another Wikipage	Proportional hazards models Lévy distribution Regression with time series structure Stochastic drift Statistics Regression models Gambler's ruin Gamma process Ecology Economics Error function Diffusion equation Hitting time Probability density function Regression analysis Survival analysis Survival analysis Wiener process Brownian motion Markov chain Ruin theory Stochastic process Poisson process
sameAs	First-hitting-time model First-hitting-time model First-hitting-time model First-hitting-time model
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:Cite_journal dbt:More_footnotes dbt:Reflist dbt:Short_description dbt:Statistics
has abstract	Events are often triggered when a stochastic or random process first encounters a threshold. The threshold can be a barrier, boundary or specified state of a system. The amount of time required for a stochastic process, starting from some initial state, to encounter a threshold for the first time is referred to variously as a first hitting time. In statistics, first-hitting-time models are a sub-class of survival models. The first hitting time, also called first passage time, of the barrier set with respect to an instance of a stochastic process is the time until the stochastic process first enters . More colloquially, a first passage time in a stochastic system, is the time taken for a state variable to reach a certain value. Understanding this metric allows one to further understand the physical system under observation, and as such has been the topic of research in very diverse fields, from economics to ecology. The idea that a first hitting time of a stochastic process might describe the time to occurrence of an event has a long history, starting with an interest in the first passage time of Wiener diffusion processes in economics and then in physics in the early 1900s. Modeling the probability of financial ruin as a first passage time was an early application in the field of insurance. 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. (en)
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is Link from a Wikipage to another Wikipage of	FHT Residence time (statistics) "first passage time" List of statistics articles First-hitting-time Models First-hitting-time models First passage time First passge time
is Wikipage redirect of	"first passage time" First-hitting-time Models First-hitting-time models First passage time First passge time
is Wikipage disambiguates of	FHT
is foaf:primaryTopic of	wikipedia-en:First-hitting-time_model

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