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October, 1973 A Note on the Distribution of Hitting Times
Donald Geman
Ann. Probab. 1(5): 854-856 (October, 1973). DOI: 10.1214/aop/1176996851


We show that "hitting times" associated with stationary processes have an absolutely continuous distribution, except, possibly, for an atom at the origin. The density is then identified in several special cases.


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Donald Geman. "A Note on the Distribution of Hitting Times." Ann. Probab. 1 (5) 854 - 856, October, 1973.


Published: October, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0273.60021
MathSciNet: MR370720
Digital Object Identifier: 10.1214/aop/1176996851

Primary: 60G10

Keywords: hitting time , stationary process

Rights: Copyright © 1973 Institute of Mathematical Statistics

Vol.1 • No. 5 • October, 1973
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