Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces

DOI10.1088/1751-8113/49/19/195001MaRDI QIDQ2991885zbMATH OpenOpenAlexFDO

Authors Michael J. Kearney, Richard J. Martin

Publication date 10 August 2016

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL http://epubs.surrey.ac.uk/810845/1/Normalized%20Brownian%20Functionals%20Final.pdf

zbMATH Keywords

Brownian motionfirst passage processfluctuating interface

Mathematics Subject Classification ID

Brownian motion (60J65) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

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Cited in

(3)

• On correlations between certain random variables associated with first passage Brownian motion
• Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
• Statistics of the first passage area functional for an Ornstein–Uhlenbeck process

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