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Excursions Into a New Duality Relation for Diffusion Processes
Excursions Diffusion Processes
2009/5/12
This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality relation for random walks. In this note we consider the diffusion process limit of their result, and...
A relation between dimension of the harmonic measure，entropy and drift for a random walk on a hyperbolic space
harmonic measure entropy drift hyperbolic space
2009/3/19
We establish in this paper an exact formula which links the dimension of the harmonic measure, the asymptotic entropy and the rate of escape for a random walk on a discrete subgroup of the isometry gr...
On the incidence-prevalence relation and length-biased sampling
prevalent cohort right censoring left truncation incidence rate nonparametric maximum likelihood estimator
2010/4/30
For many diseases, logistic and other constraints often render large incidence
studies difficult, if not impossible, to carry out. This becomes a drawback,
particularly when a new incidence study is...