Critical epidemics, random graphs, and Brownian motion with a parabolic drift
نویسندگان
چکیده
منابع مشابه
The maximum of Brownian motion with parabolic drift ( Extended abstract )
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. This has some applications in algorithmic and data structures analysis. We give series expansions and integral formulas for the distribution and the first two moments, together with n...
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We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give new series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2010
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1293113157