Gatto, Riccardo - In: Statistics & Probability Letters 83 (2013) 7, pp. 1669-1676
A characterization is provided for the von Mises–Fisher random variable, in terms of first exit point from the unit hypersphere of the drifted Wiener process. Laplace transform formulae for the first exit time from the unit hypersphere of the drifted Wiener process are provided. Post...