2015/03/30 by Wissem Jedidi, Jedidi, Wissem, Thomas Simon +1
Biochemistry, Genetics and Molecular Biology · Mathematics · Physics and Astronomy · #Diffusion and Search Dynamics #FOS: Mathematics #Opinion Dynamics and Social Influence #Probability (math.PR) #Stochastic processes and statistical mechanics
paper · doi:10.48550/arxiv.1503.08549
openalex publication_date 2015/03/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Consider a generalized diffusion on R with speed measure m, in the natural scale. It is known that the conditional hitting times have a unimodal density function. We show that these hitting densities are bell-shaped if and only if m has infinitely many points of increase between the starting point and the hit point. This result can be viewed as a visual corollary to Yamazato's general factorization for diffusion hitting times.