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Proof of Grabiner's theorem on non-colliding particles

Wed, 2008-03-05 21:57 — Zbyszek

Authors:

Puchała, Z.

Source:

Probability and Mathematical Statistics, Volume 25, Number 1, p.129-132 (2005)

URL:

http://www.math.uni.wroc.pl/~pms/publications.php?nr=25.1

Keywords:

Brownian motion; Collision time; Probability Theory; Stochastic Processes

Abstract:

A detail proof of Grabiner's theorem on the exact asymptotics of the time to collision for n independent Brownian motions is given.