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Aug
22
revised Is there an analytic solution for the density function of this complex random variable?
fixed Brown & Heathcote author order
Aug
22
revised Is there an analytic solution for the density function of this complex random variable?
replaced the phrase "whose tangent is equal to" with "whose derivative is equal to" because tangent implies both slope and intercept whereas I meant to imply only slope (the intercept is already defined to be zero).
Aug
21
revised Is there an analytic solution for the density function of this complex random variable?
fixed an error in the equation for $g(t)$ where the last terms were $h(t)dt$ but should be $h(s)ds$
Aug
21
revised Is there an analytic solution for the density function of this complex random variable?
provided further details on the process in question