. Use the theory of section 12.2 to verify that the invariant distribution in the case of...
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. Use the theory of section 12.2 to verify that the invariant distribution in the case of a Wiener process confined between reflecting barriers is as given in section 12.3. Sketch the density for the following parameter values: a = 2, a ^ = \ , p = —\ ,0 and 1.
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Elementary Applications Of Probability Theory
ISBN: 9780367449056
2nd Edition
Authors: Henry C. Tuckwell
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