Philip A. Ernst

activity

20132025

most citedEscape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

9 citations · 24 across the 24 of their papers we have counts for

collaborators

Showing 2019Show all

1 paper · 1 filter

math.ST2019★ 2 cited

Yule's "nonsense correlation" solved: Part II

Philip A. Ernst, L. C. G. Rogers, Quan Zhou

In 1926, G. Udny Yule considered the following: given a sequence of pairs of random variables ${X_{k}, Y_{k}}$ ( $k = 1, 2, \dots, n$ ), and letting $X_{i} = S_{i}$ and $Y_{i} = S_{i}^{'}$ where $S…