First-passage area distribution and optimal fluctuations of fractional Brownian motion

Keyphrases

• Fractional Brownian Motion 100%
• Area Distribution 100%
• First-passage Area 100%
• Probability Distribution 20%
• Monte Carlo Simulation 20%
• Scaling Relations 20%
• Hurst Exponent 20%
• Large Deviations 20%
• First Passage Time 20%
• Probability Density Function 20%
• Most Likely Path 20%
• Scaling Function 20%
• Fat Tails 20%
• First Passage 20%
• Essential Singularities 20%
• Exact Scaling 20%
• Fractional Diffusion 20%

Mathematics

• Fractional Brownian Motion 100%
• Statistics 20%
• Monte Carlo 20%
• Probability Distribution 20%
• Dominates 20%
• Optimal Path 20%
• Scaling Relation 20%
• First passage time 20%
• probability density ρ 20%
• Scaling Function 20%
• Essential Singularity 20%
• Hurst-Exponent 20%
• Fat Tail 20%
• Fractional Diffusion 20%

Agricultural and Biological Sciences

• Tail 100%
• Probability Distribution 25%
• Tail Fat 25%
• Monte Carlo Method 25%