Random Motion on Simple Graphs

Papanicolaou, VG; Papageorgiou, EG; Lepipas, DC

dc.contributor.author	Papanicolaou, VG	en
dc.contributor.author	Papageorgiou, EG	en
dc.contributor.author	Lepipas, DC	en
dc.date.accessioned	2014-03-01T02:12:05Z
dc.date.available	2014-03-01T02:12:05Z
dc.date.issued	2012	en
dc.identifier.issn	13875841	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/30006
dc.subject	Arc-sine law	en
dc.subject	Brownian motion	en
dc.subject	Exit probabilities	en
dc.subject	Exit times	en
dc.subject	Kirchhoff condition	en
dc.subject	Occupation times	en
dc.title	Random Motion on Simple Graphs	en
heal.type	journalArticle	en
heal.identifier.primary	10.1007/s11009-010-9203-x	en
heal.identifier.secondary	http://dx.doi.org/10.1007/s11009-010-9203-x	en
heal.publicationDate	2012	en
heal.abstract	Consider a stochastic process that lives on n-semiaxes joined at the origin. On each ray it behaves as one dimensional Brownian Motion and at the origin it chooses a ray uniformly at random (Kirchhoff condition). The principal results are the computation of the exit probabilities and certain other probabilistic quantities regarding exit and occupation times. © 2010 Springer Science+Business Media, LLC.	en
heal.journalName	Methodology and Computing in Applied Probability	en
dc.identifier.doi	10.1007/s11009-010-9203-x	en
dc.identifier.volume	14	en
dc.identifier.issue	2	en
dc.identifier.spage	285	en
dc.identifier.epage	297	en