摘要翻译:
本文导出了漂移布朗运动直到其第一次通过时间的扫出面积分布的精确表达式。对渐近行为的研究证实了先前的猜想,并澄清了它们的有效性范围。分析还得到了Airy分布矩的一个简单的闭式解。
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英文标题:
《The first-passage area for drifted Brownian motion and the moments of
the Airy distribution》
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作者:
Michael J. Kearney, Satya N. Majumdar, and Richard J. Martin
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最新提交年份:
2007
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分类信息:
一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Mathematics 数学
二级分类:Combinatorics 组合学
分类描述:Discrete mathematics, graph theory, enumeration, combinatorial optimization, Ramsey theory, combinatorial game theory
离散数学,图论,计数,组合优化,拉姆齐理论,组合对策论
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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英文摘要:
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis also leads to a simple closed-form solution for the moments of the Airy distribution.
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PDF链接:
https://arxiv.org/pdf/706.2038