Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions

DOI10.1007/BF01007989zbMath0513.60081MaRDI QIDQ1050712

J. Blot

Publication date: 1980

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

zbMATH Keywords

random walks; first-passage-time statistics; maxima statistics; Wiener-Einstein processes

Mathematics Subject Classification ID

60J65: Brownian motion

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)