Gumbel distribution in exit problems
Probability
2013-12-09 v2
Authors:
Yuri Bakhtin
Abstract
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
Keywords
Cite
@article{arxiv.1307.7060,
title = {Gumbel distribution in exit problems},
author = {Yuri Bakhtin},
journal= {arXiv preprint arXiv:1307.7060},
year = {2013}
}
Comments
8 pages
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