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arXiv 1503.08549math.PR
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扩散首中时与钟形

Diffusion hitting times and the Bell-shape

Wissem Jedidi, Thomas Simon

摘要:

考虑R上的广义扩散,速度测度为m,在自然尺度下。已知条件首中时具有单峰密度函数。我们表明,这些击中密度是钟形的当且仅当m有无穷多个点的起点和击中点之间的增加。这个结果可以看作是Yamazato关于扩散首中时的一般因式分解的一个直观推论。

英文摘要:

Consider a generalized diffusion on R with speed measure m, in the natural scale. It is known that the conditional hitting times have a unimodal density function. We show that these hitting densities are bell-shaped if and only if m has infinitely many points of increase between the starting point and the hit point. This result can be viewed as a visual corollary to Yamazato's general factorization for diffusion hitting times.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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