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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

A. Meddah

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Open access Jul 2026

First-Passage Time for PDifMPs: An Asymptotically Exact Simulation Approach for Time-Varying Thresholds

Piecewise diffusion Markov processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central role in understanding when a process first reaches a critical boundary. In many...

Sascha Desmettre, Devika Khurana, A. Meddah · 0 citations

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