Publication Date:
2018-01-27
Description:
Author(s): Tridib Sadhu, Mathieu Delorme, and Kay Jörg Wiese The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B t starting from the origin, and evolving during time T , one considers the following three observables: (i) the duration t + the process is positive, (ii) the time t last the process last visits th... [Phys. Rev. Lett. 120, 040603] Published Fri Jan 26, 2018
Keywords:
General Physics: Statistical and Quantum Mechanics, Quantum Information, etc.
Print ISSN:
0031-9007
Electronic ISSN:
1079-7114
Topics:
Physics
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