Distribution of extreme first passage times of diffusion
Sean D. Lawley
Topics & Concepts
Gumbel distributionExtreme value theoryStatistical physicsGeneralized extreme value distributionMathematicsDistribution (mathematics)LimitingProbability distributionDiffusionApplied mathematicsHeavy-tailed distributionProbability and statisticsHeavy traffic approximationStatisticsRare eventsFirst-hitting-time modelEconometricsValue (mathematics)Stochastic processConstant (computer programming)Approximations of πProbability theoryDiffusion and Search Dynamicsstochastic dynamics and bifurcationStochastic processes and statistical mechanics