Intermediate-level crossings of a first-passage path
نویسندگان
چکیده
منابع مشابه
Intermediate-level crossings of a first-passage path
We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient D that starts the the origin and reaches X either: (i) at time T or (ii) for the first time at time T . We determine the most likely location of the first-passage trajectory from (0, 0) to (X,T ) and its distribution at any intermediate time t < T . A first-passage path typic...
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(1) Laboratoire de Probabilités et Modèles Aléatoires and Institut universitaire de France, Université Pierre et Marie Curie, 175, rue du Chevaleret, F-75013 Paris, France. (2) Laboratoire de Probabilités et Modèles Aléatoires Université Pierre et Marie Curie, 175, rue du Chevaleret, F-75013 Paris, France. (3) Department of Statistics, University of California, 367 Evans Hall #3860, Berkeley, C...
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2015
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2015/06/p06035