Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
From MaRDI portal
(Redirected from Publication:6625313)
Recommendations
Cites work
- A guide to first-passage processes
- An exactly solvable predator prey model with resetting
- An Occupation Time Theorem for A Class of Stochastic Processes
- Applications of extreme value statistics in physics
- Brownian motion under intermittent harmonic potentials
- Diffusion under time-dependent resetting
- Diffusion with optimal resetting
- Diffusion with resetting in arbitrary spatial dimension
- Diffusion with resetting in bounded domains
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
- Drift-diffusion on a Cayley tree with stochastic resetting: the localization–delocalization transition
- Effects of refractory period on stochastic resetting
- Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
- Extreme value statistics of correlated random variables: a pedagogical review
- First-passage Brownian functionals with stochastic resetting
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
- First-passage phenomena and their applications
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
- Generalised ``arcsine laws for run-and-tumble particle in one dimension
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 5081488 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Intermittent resetting potentials
- Large Deviations of Extreme Eigenvalues of Random Matrices
- Limit theorems of occupation times for Markov processes
- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Maximum and records of random walks with stochastic resetting
- Non-equilibrium steady states of stochastic processes with intermittent resetting
- Number of distinct sites visited by a resetting random Walker
- Occupation time statistics of the random acceleration model
- On the area under a continuous time Brownian motion till its first-passage time
- On the time to reach maximum for a variety of constrained Brownian motions
- Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou
- Péclet number governs transition to acceleratory restart in drift-diffusion
- Random walks on complex networks under node-dependent stochastic resetting
- Record statistics for random walks and Lévy flights with resetting
- Run and tumble particle under resetting: a renewal approach
- Statistics of first-passage Brownian functionals
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
- Stochastic resetting and applications
- Stochastic resetting with stochastic returns using external trap
- Sur la distribution limite du terme maximum d'une série aléatoire
- The first-passage area for drifted Brownian motion and the moments of the Airy distribution
- The inspection paradox in stochastic resetting
- Time at which the maximum of a random acceleration process is reached
- Top eigenvalue of a random matrix: large deviations and third order phase transition
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
- Universal survival probability for a correlated random walk and applications to records
- Universality classes for extreme-value statistics
Cited in
(5)- The first-passage area of Wiener process with stochastic resetting
- Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
- First-passage and extreme value statistics for overdamped Brownian motion in a linear potential
- Optimal conditions for first passage of jump processes with resetting
- Extreme value statistics of first-passage trajectories of resetting Brownian motion in an interval
This page was built for publication: Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6625313)
