The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
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Publication:383927
DOI10.1016/j.spl.2013.03.010zbMath1281.62130MaRDI QIDQ383927
Publication date: 6 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.010
Laplace transforms; Bessel functions; Bell polynomials; directional distributions; post inversion formula
62H11: Directional data; spatial statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60J65: Brownian motion
33C90: Applications of hypergeometric functions
Uses Software
Cites Work
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- 'Normal' distribution functions on spheres and the modified Bessel functions
- A characterization of the von Mises distribution
- Some probabilistic properties of Bessel functions
- Numerical methods for Laplace transform inversion
- Topics in Circular Statistics
- The Infinite Divisibility of the Von Mises-Fisher Distribution for All Values of the Parameter in all Dimensions
- The Curious History of Faa di Bruno's Formula
- Applied Probability and Queues
- A note on hyperbolic von Mises distributions