@inbook{30c233ac2b634048b50263b7d12a7925,

title = "Short-Time Asymptotics of the Heat Kernel and Extreme Statistics of the NET",

abstract = "The first of N i.i.d. Brownian trajectories that arrive at a small target sets a time scale which is much shorter than that of the arrival of a typical trajectory. The shortest arrival time is computed here analytically in an asymptotic approximation for large N. The asymptotic expression is computed here based on the short-time asymptotics of the pdf of the first time to a small target in 1, 2 and 3 dimensions. These are referred to in the statistical physics literature as extreme statistics.",

author = "David Holcman and Zeev Schuss",

note = "Publisher Copyright: {\textcopyright} 2018, Springer International Publishing AG, part of Springer Nature.",

year = "2018",

doi = "10.1007/978-3-319-76895-3_9",

language = "אנגלית",

series = "Applied Mathematical Sciences (Switzerland)",

publisher = "Springer",

pages = "311--340",

booktitle = "Applied Mathematical Sciences (Switzerland)",

}