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On correlations between certain random variables associated with first passage Brownian motion

Kearney, MJ, Pye, AJ and Martin, RJ (2014) On correlations between certain random variables associated with first passage Brownian motion JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 47 (22), ARTN 2.

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Item Type: Article
Divisions : Faculty of Engineering and Physical Sciences
Authors :
AuthorsEmailORCID
Kearney, MJUNSPECIFIEDUNSPECIFIED
Pye, AJUNSPECIFIEDUNSPECIFIED
Martin, RJUNSPECIFIEDUNSPECIFIED
Date : 6 June 2014
Identification Number : 10.1088/1751-8113/47/22/225002
Uncontrolled Keywords : Science & Technology, Physical Sciences, Physics, Multidisciplinary, Physics, Mathematical, Physics, PHYSICS, MATHEMATICAL, PHYSICS, MULTIDISCIPLINARY, Brownian motion, first passage, correlation, AIRY DISTRIBUTION, AREA, TIME, EXCURSION
Related URLs :
Additional Information : Copyright 2014 Institute of Physics. This is the author's accepted manuscript.
Depositing User : Symplectic Elements
Date Deposited : 08 Aug 2014 09:49
Last Modified : 13 Jun 2015 01:33
URI: http://epubs.surrey.ac.uk/id/eprint/805780

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