{ "id": "1604.01172", "version": "v1", "published": "2016-04-05T08:38:04.000Z", "updated": "2016-04-05T08:38:04.000Z", "title": "On the excursions of drifted Brownian motion and the successive passage times of Brownian motion", "authors": [ "Mario Abundo" ], "comment": "4 figures, accepted for publication in Physica A", "categories": [ "math.PR" ], "abstract": "By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n-$th passage time of Brownian motion through a straight line $S(t)= a + bt.$ In the special case when $b = 0,$ we extend the result to a space-time transformation of Brownian motion.", "revisions": [ { "version": "v1", "updated": "2016-04-05T08:38:04.000Z" } ], "analyses": { "subjects": [ "60J60", "60H05", "60H10" ], "keywords": [ "successive passage times", "drifted brownian motion", "excursions", "th passage time", "straight line" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }