First-passage and extreme-value statistics of a particle subject to a constant force plus a random force

DOI10.1007/s10955-008-9615-yzbMath1166.82016arXiv0807.1671OpenAlexW3105707867MaRDI QIDQ1012647

Theodore W. Burkhardt

Publication date: 22 April 2009

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.1671

zbMATH Keywords

stochastic processesrandom forceextreme statisticsfirst passagenon-equilibrium statisticsrandom acceleration

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Related Items

Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier, Occupation time statistics of the random acceleration model, Random acceleration process under stochastic resetting

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
• A Guide to First-Passage Processes
• A drop of ink falls from my pen. . . it comes to earth, I know not when
• Numerical Analysis of an Elliptic-Parabolic Partial Differential Equation
• Stochastic Problems in Physics and Astronomy
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