Hostname: page-component-78c5997874-t5tsf Total loading time: 0 Render date: 2024-11-10T16:03:07.602Z Has data issue: false hasContentIssue false
  • English
  • Français

Hitting Time Distributions When Σ xk/dk Has a Smooth Density

Published online by Cambridge University Press:  20 November 2018

Dudley Paul Johnson
Dudley Paul Johnson*
Affiliation:
Department of Mathematics, University of Calgary, Calgary, AlbertaT2N 1N4
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

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].

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 22 , Issue 3 , 01 September 1979 , pp. 293 - 298
Copyright
Copyright © Canadian Mathematical Society 1979

References

1. Dunford, N. and Schwartz, S. (1958). Linear Operators I: General theory. Pure and Appl. Math., Vol. 7, Interscience, New York.Google Scholar
2. Johnson, Dudley Paul (1970). Markov Process representations of general stochastic processes. Proc. Amer. Math. Soc. 24, 735-738.Google Scholar
3. Johnson, Dudley Paul (1972). Hitting time distributions for general stochastic processes, Ann. Math. Statist. 43 (1972), 1716-1718.Google Scholar
4. Johnson, Dudley Paul (1974). Representations and classifications of stochastic processes. Trans. Amer. Math. Soc. 188 (1974), 179-197.Google Scholar
5. Meyer, P. A. (1966). Probability and potentials. Blaisdell, Waltham, Mass. Google Scholar