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math.PR2026
On the time a diffusion process spends along a line
Nils Lid Hjort, Rafail Zalmonovich Khasminskii
For an arbitrary diffusion process with time-homogeneous drift and variance parameters and , let be times the total time s…
math.PR2026
A simple proof of the discreteness of Dirichlet processes
Nils Lid Hjort
That Dirichlet processes are discrete with probability 1 is demonstrated once more. And yes, these two pages spent fifty years in Norwegian.
math.PR2024
Probability Proofs for Stirling (and More): the Ubiquitous Role of
Nils Lid Hjort, Emil Aas Stoltenberg
The Stirling approximation formula for dates from 1730. Here we give new and instructive proofs of this and related approximation formulae via tools of probability and statist…