Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions

DOI10.1007/BF01007989zbMath0513.60081OpenAlexW2050315771MaRDI QIDQ1050712

J. Blot

Publication date: 1980

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01007989

zbMATH Keywords

random walksfirst-passage-time statisticsmaxima statisticsWiener-Einstein processes

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Order statistics for first passage times in diffusion processes

Cites Work

• First passage time and extremum properties of Markov and independent processes
• Random Walks on Lattices. II
• The First Passage Problem for a Continuous Markov Process
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