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cond-mat.stat-mech2015★ 25 cited
On certain functionals of the maximum of Brownian motion and their applications
Anthony Perret, Alain Comtet, Satya N. Majumdar +1
We consider a Brownian motion (BM) and its maximal value on a fixed time interval . We study functionals of the maximum of the…
cond-mat.stat-mech2013
Near-extreme statistics of Brownian motion
Anthony Perret, Alain Comtet, Satya N. Majumdar +1
We study the statistics of near-extreme events of Brownian motion (BM) on the time interval [0,t]. We focus on the density of states (DOS) near the maximum ρ(r,t) which is the amou…