𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts

✍ Scribed by Zbigniew Puchała; Tomasz Rolski


Publisher
Springer
Year
2007
Tongue
English
Weight
267 KB
Volume
142
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The joint distribution of the hitting ti
✍ Chuancun Yin 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 95 KB

Let Xt be a standard d-dimensional Brownian motion with drift c started at a ÿxed X0, and let T be the hitting time for a sphere or concentric spherical shell. By using an appropriate martingale, a Laplace-Gegenbauer transform of the joint distribution of T and XT is determined.