Order statistics for first passage times in one-dimensional diffusion processes

DOI10.1007/BF02174217zbMath0937.82047MaRDI QIDQ1285276

Katja Lindenberg, S. Bravo Yuste

Publication date: 6 June 2000

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

zbMATH Keywords

diffusionorder statisticsmean first passage timestrapping

Mathematics Subject Classification ID

Transport processes in time-dependent statistical mechanics (82C70) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cites Work

• Order statistics for first passage times in diffusion processes
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