Gumbel distribution in exit problems

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Abstract

We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.

@article{cff98d300144415294e6f544f391d857,

title = "Gumbel distribution in exit problems",

abstract = "We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.",

keywords = "math.PR",

author = "Yury Bakhtin",

note = "8 pages",

year = "2013",

month = jul,

day = "26",

language = "English (US)",

journal = "arXiv",

}

TY - JOUR

T1 - Gumbel distribution in exit problems

AU - Bakhtin, Yury

N1 - 8 pages

PY - 2013/7/26

Y1 - 2013/7/26

N2 - We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.

AB - We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.

KW - math.PR

M3 - Article

JO - arXiv

JF - arXiv

M1 - 1307.7060

ER -