Order statistics for first passage times in diffusion processes

DOI10.1007/BF01011582zbMath0588.60080MaRDI QIDQ1073456

Katja Lindenberg, Kurt E. Shuler, George H. Weiss

Publication date: 1983

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

zbMATH Keywords

order statisticsmean first passage timesmean trapping times

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (13)

First-passage times of multiple diffusing particles with reversible target-binding kinetics ⋮ A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3 ⋮ Distribution of extreme first passage times of diffusion ⋮ Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion ⋮ The Effects of Fast Inactivation on Conditional First Passage Times of Mortal Diffusive Searchers ⋮ Multiparticle trapping problem in the half-line ⋮ Order statistics for first passage times in one-dimensional diffusion processes ⋮ Extreme first passage times of piecewise deterministic Markov processes ⋮ Escape Times of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi mathvariant="italic">j</mml:mi></mml:math>Random Walkers from a Fractal Labyrinth ⋮ Preface: new trends in first-passage methods and applications in the life sciences and engineering ⋮ Competition between slow and fast regimes for extreme first passage times of diffusion ⋮ Extreme hitting probabilities for diffusion* ⋮ Asymptotics for the fastest among N stochastic particles: role of an extended initial distribution and an additional drift component

Cites Work

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• Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION

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