Open Access
Translator Disclaimer
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

Abstract

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.

Citation

Download Citation

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

Information

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

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

Subjects:
Primary: 60G10

Keywords: hitting time , stationary process

Rights: Copyright © 1973 Institute of Mathematical Statistics

JOURNAL ARTICLE
3 PAGES


SHARE
Vol.1 • No. 5 • October, 1973
Back to Top