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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

4 votes
1 answer
235 views

Time for brownian motion to cross a coordinate plane

Can I get a reference or some insight into the following? Suppose a particle moves by Brownian motion, starting from a point $P$ in $\mathbf{R}^{n}$. What can we say about the distribution of the ti …