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Showing 2010 · math.PRShow all
3 papers · 2 filters
math.PR2010
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Paavo Salminen, Marc Yor
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary by a reflecting Brownian motion. The mai…
math.PR2010
Stochastic Flips on Two-letter Words
Olivier Bodini, Thomas Fernique, Damien Regnault
This paper introduces a simple Markov process inspired by the problem of quasicrystal growth. It acts over two-letter words by randomly performing \emph{flips}, a local transformat…
math.PR2010★ 49 cited
Minimization of divergences on sets of signed measures
Michel Broniatowski, Amor Keziou
We consider the minimization problem of -divergences between a given probability measure and subsets of the vector space of all signed finite m…