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4,177
ASYMPTOTICS FOR HITTING TIMES
, 2005
"... In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class (A) F = ..."
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Cited by 13 (4 self)
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In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class (A) F =
Hitting times for Gaussian processes
- Ann. Probab
, 2008
"... We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed. 1. Introduction. Consider ..."
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Cited by 6 (0 self)
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We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed. 1. Introduction. Consider
ULTRAFAST SUBORDINATORS AND THEIR HITTING TIMES
, 2006
"... Ultrafast subordinators are nondecreasing Lévy processes obtained as the limit of suitably normalized sums of independent random variables with slowly varying probability tails. They occur in a physical model of ultraslow diffusion, where the inverse or hitting time process randomizes the time vari ..."
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Cited by 2 (1 self)
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Ultrafast subordinators are nondecreasing Lévy processes obtained as the limit of suitably normalized sums of independent random variables with slowly varying probability tails. They occur in a physical model of ultraslow diffusion, where the inverse or hitting time process randomizes the time
Mixed hitting-time models
- Econometrica
"... Abstract We study mixed hitting-time models that specify durations as the first time a Lévy process-a continuous-time process with stationary and independent incrementscrosses a heterogeneous threshold. Such models of substantial interest because they can be deduced from optimal-stopping models wit ..."
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Cited by 6 (1 self)
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Abstract We study mixed hitting-time models that specify durations as the first time a Lévy process-a continuous-time process with stationary and independent incrementscrosses a heterogeneous threshold. Such models of substantial interest because they can be deduced from optimal-stopping models
Query suggestion using hitting time
- in Proc. of conf. on Inf. and Knowledge Manage. (CIKM’08
"... Generating alternative queries, also known as query suggestion, has long been proved useful to help a user explore and express his information need. In many scenarios, such suggestions can be generated from a large scale graph of queries and other accessory information, such as the clickthrough. How ..."
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Cited by 96 (7 self)
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. However, how to generate suggestions while ensuring their semantic consistency with the original query remains a challenging problem. In this work, we propose a novel query suggestion algorithm based on ranking queries with the hitting time on a large scale bipartite graph. Without involvement of twisted
The Likelihood of Mixed Hitting Times ∗
, 2012
"... We present a method for efficiently computing the likelihood of a mixed hittingtime model that specifies durations as the first time a latent Lévy process crosses a heterogeneous threshold. This likelihood is not generally known in closed form, but its Laplace transform is. Our approach to its compu ..."
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computation relies on numerical methods for inverting Laplace transforms that exploit special properties of the first passage times of Lévy processes. We use our method to implement a maximum likelihood estimator of the mixed hitting-time model in MATLAB. We illustrate the application of this estimator
Rigorous Hitting Times for Binary Mutations
, 1999
"... In the binary evolutionary optimization framework, two mutation operators are theoretically investigated. For both the standard mutation, in which all bits are flipped independently with the same probability, and the 1-bit-flip mutation, which flips exactly one bit per bitstring, the statistical dis ..."
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Cited by 64 (2 self)
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distribution of the first hitting times of the target are thoroughly computed (expectation and variance) up to terms of order l (the size of the bitstrings) in two distinct situations: without any selection, or with the deterministic (1+1)-ES selection on the OneMax problem. In both cases, the 1-bit
On the quantiles of Brownian motion and their hitting times
- Bernoulli
"... The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained motivated by a problem in financial mathematics. In this paper we generalise these results by calculating an explicit expression for the joint density of the α-quantile of a stan-dard Brownian motion, its ..."
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Cited by 6 (1 self)
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, its first and last hitting times and the value of the process at time t. Our results can be easily generalised for a Brownian motion with drift. It is shown that the first and last hitting times follow a transformed arcsine law. 1
Randomization in the First Hitting Time Problem ∗
, 2009
"... In this paper we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t) = µt, find a distribution of the initial state such that the distribution of the first hit ..."
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In this paper we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t) = µt, find a distribution of the initial state such that the distribution of the first
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