Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151487 | Statistics & Probability Letters | 2015 | 4 Pages |
Abstract
Consider a generalized diffusion on R with speed measure m, in the natural scale. It is known that the conditional hitting times have a unimodal density function. We show that these hitting densities are bell-shaped if and only if m has infinitely many points of increase between the starting point and the hit point. This result can be viewed as a visual corollary to Yamazato's general factorization for diffusion hitting times.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wissem Jedidi, Thomas Simon,