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Depth-based Quality Control Charts for Multivariate Processes
Quality Control Charts Multivariate Processes
2015/3/20
Depth-based Quality Control Charts for Multivariate Processes.
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Reflecting Brownian motion Bessel process hitting time linear boundary
2011/1/20
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary t 7→ a + bt, a ≥ 0, b ∈ R, by a reflecting Brownian motion.