203 citations · 3.9k across the 153 of their papers we have counts for
10 papers · 1 filter
Statistics of first-passage Brownian functionals
Satya N. Majumdar, Baruch Meerson
We study the distribution of first-passage functionals , where is a Brownian motion (with or without drift) with diffusion constant ,…
Anomalous scaling of dynamical large deviations of stationary Gaussian processes
Baruch Meerson
Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages , , of centered stationa…
The Airy distribution: experiment, large deviations and additional statistics
Tal Agranov, Pini Zilber, Naftali R. Smith +3
The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics and computer…
Optimal paths of non-equilibrium stochastic fields: the Kardar-Parisi-Zhang interface as a test case
Alexander K. Hartmann, Baruch Meerson, Pavel Sasorov
Atypically large fluctuations in macroscopic non-equilibrium systems continue to attract interest. Their probability can often be determined by the optimal fluctuation method (OFM)…
Time-averaged height distribution of the Kardar-Parisi-Zhang interface
Naftali R. Smith, Baruch Meerson, Arkady Vilenkin
We study the complete probability distribution of the time-averaged height at point of an evolving…
Mortal Brownian motion: three short stories
Baruch Meerson
Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are…