On correlations between certain random variables associated with first passage Brownian motion

DOI10.1088/1751-8113/47/22/225002zbMath1301.60097OpenAlexW2028141921MaRDI QIDQ4979918

Richard J. Martin, Michael J. Kearney, Andrew J. Pye

Publication date: 19 June 2014

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

Full work available at URL: http://epubs.surrey.ac.uk/805780/1/Brownian%20Correlation.pdf

zbMATH Keywords

correlationBrownian motionfirst passageMarkovian queueing modelcompact directed percolation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Percolation (82B43)

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