A Note on the Distribution of Hitting Times

Donald Geman

doi:10.1214/aop/1176996851

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Home > Journals > Ann. Probab. > Volume 1 > Issue 5 > Article

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

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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.