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

MJ Kearney; AJ Pye; RJ Martin

doi:10.1088/1751-8113/47/22/225002

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

Journal article

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

MJ Kearney, AJ Pye and RJ Martin

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.47(22), pp.?-?

06/06/2014

DOI: https://doi.org/10.1088/1751-8113/47/22/225002

Abstract

Science & Technology

Physical Sciences

Physics

Multidisciplinary

Physics

Mathematical

Physics

PHYSICS

MATHEMATICAL

PHYSICS

MULTIDISCIPLINARY

Brownian motion

first passage

correlation

AIRY DISTRIBUTION

AREA

TIME

EXCURSION

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Title: On correlations between certain random variables associated with first passage Brownian motion
Creators: MJ Kearney
AJ Pye
RJ Martin
Publication Details: JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, Vol.47(22), pp.?-?
Publisher: IOP PUBLISHING LTD
Date published: 06/06/2014
Date submitted: 15/07/2014
Identifiers: 99514161202346
Academic Unit: FEPS Central Faculty Admin
Language: English
Resource Type: Journal article

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

Abstract

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