Proof of Grabiner's theorem on non-colliding particles

TytułProof of Grabiner's theorem on non-colliding particles
Publication TypeJournal Article
Rok publikacji2005
AutorzyPuchała Z
JournalProbability and Mathematical Statistics
Volume25
Pagination129–132
AbstractA detail proof of Grabiner's theorem [1] on the exact asymptotics of the time to collision for n independent Brownian motions is given.