N. Hjort

activity

20242026

most citedML, PL, QL in Markov chain models

40 citations · 118 across the 32 of their papers we have counts for

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3 papers · 1 filter

math.PR2026

On the time a diffusion process spends along a line

Nils Lid Hjort, Rafail Zalmonovich Khasminskii

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $I^¼ (x)$ and $I ¨ ^{2} (x)$ , let $V_{ε}$ be $1/ ε$ times the total time $X (t)$ …

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 $2 I ¨ $

Nils Lid Hjort, Emil Aas Stoltenberg

The Stirling approximation formula for $n!$ dates from 1730. Here we give new and instructive proofs of this and related approximation formulae via tools of probability and statist…

On the time a diffusion process spends along a line

A simple proof of the discreteness of Dirichlet processes

Probability Proofs for Stirling (and More): the Ubiquitous Role of 2I¨​

Probability Proofs for Stirling (and More): the Ubiquitous Role of $2 I ¨ $