Gumbel distribution in exit problems

Research output: Contribution to journalArticle

Abstract

We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
Original languageEnglish (US)
Article number1307.7060
JournalarXiv
StatePublished - Jul 26 2013

Fingerprint

Exit Problem
Gumbel Distribution
Exit Time
Extreme Values

Keywords

  • math.PR

Cite this

Gumbel distribution in exit problems. / Bakhtin, Yury.

In: arXiv, 26.07.2013.

Research output: Contribution to journalArticle

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title = "Gumbel distribution in exit problems",
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author = "Yury Bakhtin",
note = "8 pages",
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language = "English (US)",
journal = "arXiv",

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