Brownian Motion with Quadratic Killing and some Implications. Revision,
Abstract
Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen-Loeve expansion for Brownian motion, special function theory, and the calculus of residues. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1985
- Accession Number
- ADA151323
Entities
People
- M. L. Wenocur