Abstract
We define hyperbolic von Mises distributions in any integral dimension as exit distributions of hyperbolic Brownian motion (H(α)t,t≥0) with drift outside hyperbolic balls centred on the starting point H0. Bidimensional unwrapped hyperbolic distributions are also considered.
Citation
Jean-Claude Gruet. "A note on hyperbolic von Mises distributions." Bernoulli 6 (6) 1007 - 1020, December 2000.
Information