Selfsimilarity of diffusions’ first passage times

DOI10.1088/1751-8121/abd59dOpenAlexW3116159198MaRDI QIDQ5876391

Iddo I. Eliazar

Publication date: 1 February 2023

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

Full work available at URL: https://doi.org/10.1088/1751-8121/abd59d

zbMATH Keywords

universalitydiffusion processesselfsimilarityfirst-passage timesfirst-passage under restartgeneralized inverse-Gauss (GIG) distribution

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (5)

Hazard-selfsimilarity of diffusions’ first passage times ⋮ First-passage time statistics for non-linear diffusion ⋮ Selfsimilar diffusions ⋮ Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations ⋮ Entropy of sharp restart

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