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jeudi 29 janvier 2015

[hal-00002332] The Local Time Distribution of a Particle Diffusing on a Graph

We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.



from HAL : Dernières publications http://ift.tt/1zg620S

Ditulis Oleh : Unknown // 03:21
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