A Note on the Distribution of Hitting Times
Geman, Donald
Ann. Probab., Tome 1 (1973) no. 5, p. 854-856 / Harvested from Project Euclid
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We show that "hitting times" associated with stationary processes have an absolutely continuous distribution, except, possibly, for an atom at the origin. The density is then identified in several special cases.
Publié le : 1973-10-14
Classification:  Hitting time,  stationary process,  60G10 
@article{1176996851,
     author = {Geman, Donald},
     title = {A Note on the Distribution of Hitting Times},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 854-856},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996851}
}

Geman, Donald. A Note on the Distribution of Hitting Times. Ann. Probab., Tome 1 (1973) no. 5, pp.  854-856. http://gdmltest.u-ga.fr/item/1176996851/