Order statistics for d-dimensional diffusion processes
统计力学
2009-11-07 v1
摘要
We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.
引用
@article{arxiv.cond-mat/0105358,
title = {Order statistics for d-dimensional diffusion processes},
author = {S. B. Yuste and L. Acedo and Katja Lindenberg},
journal= {arXiv preprint arXiv:cond-mat/0105358},
year = {2009}
}