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Volumn 329, Issue 6, 2004, Pages 459-463
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Two Markovian models leading to the Pascalian (1D ultrarelativistic) stationary distribution
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Author keywords
Brownian motion; First crossing; White shot noise
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Indexed keywords
BROWNIAN MOVEMENT;
MARKOV PROCESSES;
SHOT NOISE;
STOCHASTIC SYSTEMS;
BROWNIAN MOTION MODEL;
EQUILIBRIUM DISTRIBUTIONS;
MARKOVIAN MODEL;
PROBABILITY DENSITIES;
PROBABILITY THEORY;
QUASILINEAR EQUATION;
STATIONARY DISTRIBUTION;
STOCHASTIC DYNAMICS;
PROBABILITY DISTRIBUTIONS;
ARTICLE;
DYNAMICS;
KINETICS;
MATHEMATICAL ANALYSIS;
PROBABILITY;
QUANTUM THEORY;
STOCHASTIC MODEL;
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EID: 4344639563
PISSN: 03759601
EISSN: None
Source Type: Journal
DOI: 10.1016/j.physleta.2004.07.033 Document Type: Article |
Times cited : (7)
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References (21)
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