Order statistics ford-dimensional diffusion processes

S. B. Yuste, L. Acedo, Katja Lindenberg
2001 Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics  
We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.
doi:10.1103/physreve.64.052102 pmid:11735985 fatcat:47nrvvyv2zaizooerh7dzl4hb4