Phase transition for absorbed Brownian motion with drift
type: Item
instance of: scholarly article
title: Phase transition for absorbed Brownian motion with drift
zbMATH Open document ID: 0920.60094
DOI: 10.1007/BF02180205
published in: Journal of Statistical Physics
publication date: 1999-08-24T00:00:00Z
Mathematics Subject Classification ID: 60K40
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1279668
zbMATH Keywords: absorbed Brownian motion
zbMATH Keywords: quasistationary distributions
zbMATH Keywords: conditioned Brownian motion with drift
author: Pablo A. Ferrari
author: Servet Martínez
author: Jaime San Martín
MaRDI profile type: Publication
cites work: Quasi-stationary distributions of birth-and-death processes
cites work: Weak convergence to Brownian meander and Brownian excursion
cites work: Existence of quasi-stationary distributions: A renewal dynamical approach
cites work: \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata
cites work: Q4039796
cites work: Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
cites work: A Useful Convergence Theorem for Probability Distributions
cites work: QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME
cites work: GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
full work available at URL: https://doi.org/10.1007/bf02180205
OpenAlex ID: W1973561293
description: scientific article; zbMATH DE number 1279668