Maximum ofNindependent Brownian walkers till the first exit from the half-space

DOI10.1088/1751-8113/43/31/315001zbMath1197.82062arXiv1004.5042OpenAlexW2065244944MaRDI QIDQ3583816

Alberto Rosso, P. L. Krapivskij, Satya N. Majumdar

Publication date: 18 August 2010

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5042

zbMATH Keywords

Brownian motionLaplace equationdistributions: general theoryreduced wave equation (Helmholtz)Poisson equation)

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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