Abstract: The time taken by a random variable to cross a threshold for the first time, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the notional "sensor" monitoring the threshold crossing event is always active. In many realistic scenarios, the sensor monitoring the stochastic process works intermittently. Then, the relevant quantity of interest is the first detection time, which denotes the time when the sensor detects the random variable to be above the t...
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Topics: 
Real-time computing