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arxiv: 0906.4537 · v3 · submitted 2009-06-24 · 🧮 math.PR · math-ph· math.MP

On the time schedule of Brownian Flights

classification 🧮 math.PR math-phmath.MP
keywords brownianbackboundarydiffusionsdistancedurationepsilonflights
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We are interested on the statistics of the duration of Brownian diffusions started at distance \epsilon from a given boundary and stopped when they hit back the interface.

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