Brownian crossings between spheres (Q750012)
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scientific article; zbMATH DE number 4174068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian crossings between spheres |
scientific article; zbMATH DE number 4174068 |
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Brownian crossings between spheres (English)
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1990
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Let N(t) be the number of times that a Brownian motion has crossed between two spheres by time t. In two dimensions this number normalized by log t converges in distribution to an exponential distribution. In higher dimensions N(t) increases to a limit. The paper focuses on more detailed results in the recurrent case.
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capacity
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Brownian motion
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exponential distribution
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