Last-passage time for linear diffusions and application to the emptying time of a box

DOI10.1007/s10955-020-02637-6zbMath1466.60159arXiv2006.06758OpenAlexW3102131098MaRDI QIDQ2659307

Alain Comtet, Grégory Schehr, Françoise Cornu

Publication date: 26 March 2021

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

Full work available at URL: https://arxiv.org/abs/2006.06758

zbMATH Keywords

stochastic processesfirst-passage timesextreme value statisticslast-passage times

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (1)

Survival probability of a run-and-tumble particle in the presence of a drift

Uses Software

• DLMF

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