Article ID Journal Published Year Pages File Type
1151487 Statistics & Probability Letters 2015 4 Pages PDF
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
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