{"id":"https://openalex.org/W2005090708","doi":"https://doi.org/10.1109/tit.1983.1056654","title":"A note on first passage time problems for Gaussian processes and varying boundaries (Corresp.)","display_name":"A note on first passage time problems for Gaussian processes and varying boundaries (Corresp.)","publication_year":1983,"publication_date":"1983-05-01","ids":{"openalex":"https://openalex.org/W2005090708","doi":"https://doi.org/10.1109/tit.1983.1056654","mag":"2005090708"},"language":"en","primary_location":{"id":"doi:10.1109/tit.1983.1056654","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.1983.1056654","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044018262","display_name":"L. M. Ricciardi","orcid":null},"institutions":[{"id":"https://openalex.org/I71267560","display_name":"University of Naples Federico II","ror":"https://ror.org/05290cv24","country_code":"IT","type":"education","lineage":["https://openalex.org/I71267560"]},{"id":"https://openalex.org/I98285908","display_name":"The University of Osaka","ror":"https://ror.org/035t8zc32","country_code":"JP","type":"education","lineage":["https://openalex.org/I98285908"]}],"countries":["IT","JP"],"is_corresponding":false,"raw_author_name":"L. Ricciardi","raw_affiliation_strings":["Department of Biophysical Engineering, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka, Japan","Istituto di Matematica, University of Naples, Naples, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Biophysical Engineering, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka, Japan","institution_ids":["https://openalex.org/I98285908"]},{"raw_affiliation_string":"Istituto di Matematica, University of Naples, Naples, Italy","institution_ids":["https://openalex.org/I71267560"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101532585","display_name":"Shunsuke Sato","orcid":"https://orcid.org/0000-0002-1378-4428"},"institutions":[{"id":"https://openalex.org/I98285908","display_name":"The University of Osaka","ror":"https://ror.org/035t8zc32","country_code":"JP","type":"education","lineage":["https://openalex.org/I98285908"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"S. Sato","raw_affiliation_strings":["Department of Biophysical Engineering, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Biophysical Engineering, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka, Japan","institution_ids":["https://openalex.org/I98285908"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.1472,"has_fulltext":false,"cited_by_count":35,"citation_normalized_percentile":{"value":0.9425138,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"29","issue":"3","first_page":"454","last_page":"457"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12351","display_name":"Geometry and complex manifolds","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2608","display_name":"Geometry and Topology"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12351","display_name":"Geometry and complex manifolds","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2608","display_name":"Geometry and Topology"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10122","display_name":"Toxic Organic Pollutants Impact","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/2307","display_name":"Health, Toxicology and Mutagenesis"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.6344143748283386},{"id":"https://openalex.org/keywords/differentiable-function","display_name":"Differentiable function","score":0.6111018657684326},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5750453472137451},{"id":"https://openalex.org/keywords/probability-density-function","display_name":"Probability density function","score":0.5622161626815796},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.560791552066803},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.5529443025588989},{"id":"https://openalex.org/keywords/first-hitting-time-model","display_name":"First-hitting-time model","score":0.5500489473342896},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.5091368556022644},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.4921087622642517},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.43960756063461304},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.42915505170822144},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.40045326948165894},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3941914141178131},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.17171859741210938},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1708657443523407},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14042508602142334},{"id":"https://openalex.org/keywords/quantum-mechanics","display_name":"Quantum mechanics","score":0.08308976888656616}],"concepts":[{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.6344143748283386},{"id":"https://openalex.org/C202615002","wikidata":"https://www.wikidata.org/wiki/Q783507","display_name":"Differentiable function","level":2,"score":0.6111018657684326},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5750453472137451},{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.5622161626815796},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.560791552066803},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.5529443025588989},{"id":"https://openalex.org/C186659197","wikidata":"https://www.wikidata.org/wiki/Q5452195","display_name":"First-hitting-time model","level":2,"score":0.5500489473342896},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.5091368556022644},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.4921087622642517},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.43960756063461304},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.42915505170822144},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.40045326948165894},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3941914141178131},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.17171859741210938},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1708657443523407},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14042508602142334},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.08308976888656616},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.1983.1056654","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.1983.1056654","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1976880943","https://openalex.org/W1988668146","https://openalex.org/W2010215272","https://openalex.org/W2016272050","https://openalex.org/W2039755641","https://openalex.org/W2048278615","https://openalex.org/W2114509411","https://openalex.org/W2170334710","https://openalex.org/W2314926787","https://openalex.org/W2322669081","https://openalex.org/W2327818083","https://openalex.org/W2327914381","https://openalex.org/W4243368183"],"related_works":["https://openalex.org/W2095860056","https://openalex.org/W2351359734","https://openalex.org/W4251298030","https://openalex.org/W1480366230","https://openalex.org/W594527134","https://openalex.org/W2122669027","https://openalex.org/W2088949004","https://openalex.org/W2738188587","https://openalex.org/W3117169107","https://openalex.org/W1964620150"],"abstract_inverted_index":{"First":[0],"and":[1,45],"second-order":[2],"approximations":[3],"to":[4],"the":[5,30,40,48],"first":[6],"passage":[7],"time":[8],"conditional":[9],"probability":[10],"density":[11],"function":[12],"of":[13,32,43],"a":[14,23],"stationary":[15],"Gaussian":[16],"process,":[17],"with":[18,39],"differentiable":[19],"sample":[20],"paths":[21],"crossing":[22],"time-dependent":[24],"boundary,":[25],"are":[26],"explicitly":[27],"provided.":[28],"In":[29],"limit":[31],"infinitely":[33],"large":[34],"time,":[35],"our":[36],"results":[37,42],"coincide":[38],"well-known":[41],"Kac":[44],"Rice":[46],"for":[47],"constant":[49],"level-crossing":[50],"problem.":[51]},"counts_by_year":[{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}