A Generalised Airy Distribution Function for the Accumulated Area Swept by N Vicious Brownian Paths
نویسندگان
چکیده
منابع مشابه
The first-passage area for drifted Brownian motion and the moments of the Airy distribution
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis leads to a simple closed-form solution for the moments of the Airy distribution. PACS numbers: 02.50.-r, 05.40.-a, 05.40.Jc Short title: First-passa...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2016
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-016-1467-2