Extreme narrow escape: shortest paths for the first particles among \(n\) to reach a target window

DOI10.1016/j.physleta.2018.09.040zbMath1404.60115arXiv1804.10808WikidataQ58051939 ScholiaQ58051939MaRDI QIDQ1632705

David Holcman, Zeev Schuss, K. Basnayake, A. Hubl

Publication date: 17 December 2018

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.10808

zbMATH Keywords

diffusion; path integral; stochastic processes; extreme statistics; narrow escape theory; Wiener path

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60J65: Brownian motion

58D30: Applications of manifolds of mappings to the sciences