Hitting Time Distributions When Σ xk/dk Has a Smooth Density
Canadian mathematical bulletin, Tome 22 (1979) no. 3, pp. 293-298
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In this paper we construct the hitting time distributions for stochastic processes Xk , taking on values amongst the integers 0, 1, ..., d -1 for which has a smooth polynomial density with respect to the Lebesgue measure on [0,1].
Johnson, Dudley Paul. Hitting Time Distributions When Σ xk/dk Has a Smooth Density. Canadian mathematical bulletin, Tome 22 (1979) no. 3, pp. 293-298. doi: 10.4153/CMB-1979-035-6
@article{10_4153_CMB_1979_035_6,
author = {Johnson, Dudley Paul},
title = {Hitting {Time} {Distributions} {When} {\ensuremath{\Sigma}} xk/dk {Has} a {Smooth} {Density}},
journal = {Canadian mathematical bulletin},
pages = {293--298},
year = {1979},
volume = {22},
number = {3},
doi = {10.4153/CMB-1979-035-6},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1979-035-6/}
}
TY - JOUR AU - Johnson, Dudley Paul TI - Hitting Time Distributions When Σ xk/dk Has a Smooth Density JO - Canadian mathematical bulletin PY - 1979 SP - 293 EP - 298 VL - 22 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1979-035-6/ DO - 10.4153/CMB-1979-035-6 ID - 10_4153_CMB_1979_035_6 ER -
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