Non-crossing Brownian Paths and Dyson Brownian Motion Under a Moving Boundary
Author:
Funder
ANR
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/content/pdf/10.1007/s10955-019-02388-z.pdf
Reference79 articles.
1. Doob, J.L.: Heuristic approach to the Kolmogorov Smirnov Theorems. Ann. Math. Stat. 20, 393 (1949)
2. Breiman, L.: First Exit Times from a Square Root Boundary, 5th Berkeley Symp. 2, 9 (1966)
3. Uchiyama, K.: Brownian first exit from and sojourn over one sided moving boundary and application. Z. Wahrscheinlichkeit 54, 75 (1980)
4. Salminen, P.: On the first hitting time and the last exit time for a brownian motion to/from a moving boundary. Adv. Appl. Probab. 20, 411 (1988)
5. Novikov, A.A.: On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Math. USSR-Sbornik 38, 495 (1981)
Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Dynamics at the edge for independent diffusing particles;Physical Review E;2024-02-05
2. Dynamical phase transition in the occupation fraction statistics for noncrossing Brownian particles;Physical Review E;2023-06-26
3. A stationary model of non-intersecting directed polymers;Journal of Physics A: Mathematical and Theoretical;2023-01-27
4. Towards Abel Prize: The Generalized Brownian Motion Manifold's Fisher Information Matrix With Info-Geometric Applications to Energy Works;2022 Global Energy Conference (GEC);2022-10-26
5. Universality for Random Matrices with Equi-spaced External Source: A Case Study of a Biorthogonal Ensemble;Journal of Statistical Physics;2022-06-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3