An Algorithm for F(Y) Sub Theta Using Cubic B-Splines

Abstract

This note describes an algorithm whereby the distributions of the Maximum of the Stationary Gaussian Markov Process over an interval may be computed efficiently. It is an extension of the earlier report (Keilson and Ross, 1978, whose notation it employs. The (zeros and residues) algorithm of the earlier report is one of the starting points for the development of the new algorithm. The relationship of the old and new algorithms is described in the first two sections of this note. Section 3 provides some of the methodology of cubic splines, and Section 4 and 5 describe its use in the algorithm. Section 6 contains some comments on the accuracy and economy of the method.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1980
Accession Number
ADA103468

Entities

People

  • Hamish Ross

Organizations

  • University of Rochester

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  • Energy and Power Technologies

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  • Accuracy
  • Air Force
  • Algorithms
  • Classification
  • Coefficients
  • Computations
  • Equations
  • Intervals
  • Markov Processes
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  • New York
  • Numbers
  • Polynomials
  • Security
  • Square Roots
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  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.