Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149): Difference between revisions

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+https://doi.org/10.1239/jap/1134587817
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+W2048329553
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Cut-off for \(n\)-tuples of exponentially converging processes
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+Q3273545
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+The cutoff phenomenon in finite Markov chains.
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+Asymptotic analysis of a random walk on a hypercube with many dimensions
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+On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
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+Path dependent options on yields in the affine term structure model
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+Q3923359
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+A User's Guide to Measure Theoretic Probability
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+Cutoff for samples of Markov chains
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+Cutoff for Markov Chains: Some Examples and Applications
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+Publication:5476149