Extremal statistics for a one-dimensional Brownian motion with a reflective boundary

DOI10.1016/j.physa.2023.129389arXiv2307.16443OpenAlexW4388819125MaRDI QIDQ6140178

Feng Huang, Hanshuang Chen

Publication date: 19 January 2024

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.16443

zbMATH Keywords

Brownian motionextreme value statisticsreflective boundary

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
• Sur la distribution limite du terme maximum d'une série aléatoire
• A Guide to First-Passage Processes
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
• Top eigenvalue of a random matrix: large deviations and third order phase transition
• First-Passage Phenomena and Their Applications
• Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
• Universal survival probability for a correlated random walk and applications to records