G. O. Roberts. Asymptotic approximations for Brownian motion boundary hitting times. Annals of Probability, 19:1689--1731, 1991. Home/Search Document Not in Database Summary Related Articles |
This paper is cited in the following contexts:
Probability Approximations via the Poisson Clumping Heuristic: An .. - Aldous (1992) (73 citations) (Correct)
....pointed out that my discussion here is a little casual. Bramson and Durrett [15] construct analogous discrete space models which in any dimension exhibit the phase transition from subdiffusive to diffusive behavior which was claimed in my example. D33 Brownian motion boundary crossing. Roberts [43] gives formalizations of the heuristic for Brownian motion hitting a square root like boundary, via the transformation to the Ornstein Uhlenbeck process. D38 Berman s method. Albin [3] gives another formalization of the ergodic exit method, using discrete approximations, and emphasizing ....
G. O. Roberts. Asymptotic approximations for Brownian motion boundary hitting times. Annals of Probability, 19:1689--1731, 1991.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC