Hitting Lines with Two-Dimensional Brownian Motion
Abstract
This paper consists of the computation of several hitting time and hitting place distributions for two-dimensional Brownian motion. The motivation for this study is two-fold: first, to get a diffusion model for the firing behavior of a simple network of neurons, and second, to get an interesting two- dimensional version of the inverse Gaussian distribution.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 27, 1990
- Accession Number
- ADA223595
Entities
People
- Satish Iyengar
Organizations
- Stanford University