搜索结果: 1-3 共查到“工学 Brownian motion”相关记录3条 . 查询时间(0.048 秒)
Dyson's Brownian Motion Model as a Special Case of Dunkl Processes and Dunkl's Intertwining Operators
Dyson's Brownian Motion Model Special Case Dunkl Processes Dunkl's Intertwining Operators
2012/2/27
Dyson's Brownian motion model is a one-parameter family of log-potential interacting particle systems in one dimension parametrized by an inverse temperature beta > 0. When beta = 1, 2 and 4, this mod...
Fractal structure of a three dimensional Brownian motion on an attractive plane
dimensional Brownian motion Statistical Mechanics Mathematical Physics
2011/10/9
Abstract: Consider a Brownian particle in three dimensions which is attracted by a plane with a strength proportional to some dimensionless parameter $\alpha$. We investigate the fractal spatial struc...
On the Reflected Geometric Brownian Motion with Two Barriers
Geometric Brownian Motion Stationary Distribution First Passage Time
2013/1/28
In this paper, we are concerned with Re?ected Geometric Brownian Motion (RGBM) with two barriers. And the stationary distribution of RGBM is derived by Markovian in?nitesimal Generator method. Consequ...