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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.17934 |
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Table of Contents:
- The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of reaching extreme values, the time the process stays above a fixed level, and other functionals, are considered for the description of physical, chemical, and biological problems. Definitions of these functionals are provided, and characteristic functions are presented for the model with an exponential distribution of incoming demands. A generalization of these limitations is also considered. The potential uses of boundary functionals are demonstrated through examples such as a unicyclic network with affinity A, an asymmetric random walk, nonlinear diffusion, two-level model, Brownian motion, and multiple diffusing particles with reversible target-binding kinetics.