کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152971 958311 2013 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
چکیده انگلیسی

A characterization is provided for the von Mises–Fisher random variable, in terms of first exit point from the unit hypersphere of the drifted Wiener process. Laplace transform formulae for the first exit time from the unit hypersphere of the drifted Wiener process are provided. Post representations in terms of Bell polynomials are provided for the densities of the first exit times from the circle and from the sphere.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 7, July 2013, Pages 1669–1676
نویسندگان
,