"Normal" Distribution Functions on Spheres and the Modified Bessel Functions

  • Hartman P
  • Watson G
N/ACitations
Citations of this article
12Readers
Mendeley users who have this article in their library.

Abstract

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. exists a random stopping time for the diffusion which leads to the Fisher distribution. This follows from the fact, proved here, that the modified Bessel function I,(x) is a completely monotone function of V2 (for fixed x > 0). More generally, we study the class of distributions on S" which can be represented as mixtures of diffusions. The stopping time distribution is characterized, but not given in computable form. Also, three new distri-bution functions involving Bessel functions are presented.

Cite

CITATION STYLE

APA

Hartman, P., & Watson, G. S. (2007). “Normal” Distribution Functions on Spheres and the Modified Bessel Functions. The Annals of Probability, 2(4). https://doi.org/10.1214/aop/1176996606

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free