• Corpus ID: 119315679

Gumbel distribution in exit problems

@article{Bakhtin2013GumbelDI,
  title={Gumbel distribution in exit problems},
  author={Yuri Bakhtin},
  journal={arXiv: Probability},
  year={2013}
}
  • Yuri Bakhtin
  • Published 26 July 2013
  • Mathematics
  • arXiv: Probability
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values. 
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