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Hitting Time Distributions When Σ xk/dk Has a Smooth Density

Published online by Cambridge University Press:  20 November 2018

Dudley Paul Johnson
Dudley Paul Johnson*
Affiliation:
Department of Mathematics, University of Calgary, Calgary, AlbertaT2N 1N4
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Abstract

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In this paper we construct the hitting time distributions for stochastic processes Xk, taking on values amongst the integers 0, 1, …, d -1 for which has a smooth polynomial density with respect to the Lebesgue measure on [0,1].

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 22 , Issue 3 , 01 September 1979 , pp. 293 - 298
Copyright
Copyright © Canadian Mathematical Society 1979

References

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