• DocumentCode
    2374504
  • Title

    First passage time problems with applications to synchronization

  • Author

    Suwansantisuk, Watcharapan ; Win, Moe Z. ; Shepp, Lawrence A.

  • Author_Institution
    Lab. for Inf. & Decision Syst., Massachusetts Inst. of Technol., Cambridge, MD, USA
  • fYear
    2012
  • fDate
    10-15 June 2012
  • Firstpage
    2580
  • Lastpage
    2584
  • Abstract
    First passage time problems arise in many fields, but few of them are explicitly solved. Motivated by an application to synchronization of clocks, this paper obtains the probability distribution for the first passage time for a Brownian motion with quadratic drift to exit from two constant barriers that are not necessarily symmetric. The expression for the distribution is explicit, consisting of elementary functions and functions that are characterized by Laplace transforms. Applications of first passage times are demonstrated in the context of synchronization.
  • Keywords
    Brownian motion; Laplace transforms; clocks; synchronisation; Brownian motion; Laplace transforms; clocks; first passage time problems; quadratic drift; synchronization; Calibration; Clocks; Joints; Noise; Probability distribution; Random processes; Synchronization;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communications (ICC), 2012 IEEE International Conference on
  • Conference_Location
    Ottawa, ON
  • ISSN
    1550-3607
  • Print_ISBN
    978-1-4577-2052-9
  • Electronic_ISBN
    1550-3607
  • Type

    conf

  • DOI
    10.1109/ICC.2012.6364225
  • Filename
    6364225