{"id":"W2465279495","doi":"10.1017/jpr.2016.19","title":"Boundary crossing probabilities for high-dimensional Brownian motion","year":2016,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Mathematics; Brownian motion; Boundary (topology); Markov chain; Mathematical analysis; Markov process; Statistical physics; Statistics; Physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003312912,0.0005058612,0.0007700117,0.002074751,0.0008975561,0.002045869,0.001142308,0.001459461,0.005310497],"category_scores_gemma":[0.01485726,0.0003228893,0.000896977,0.0007277289,0.00315103,0.003766503,0.002365574,0.002619002,0.0004542088],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001482772,"about_ca_system_score_gemma":0.0005850616,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00163632,"about_ca_topic_score_gemma":0.0005180118,"domain_scores_codex":[0.9989331,0.0003596706,0.00005026544,0.0002174803,0.0002935221,0.0001459524],"domain_scores_gemma":[0.9936821,0.002903399,0.001012616,0.000483222,0.0009408992,0.0009777742],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007839047,0.00004884487,0.002111062,0.00009052681,0.00002879342,0.0002509883,0.0002695887,0.1116969,0.004880106,0.8727394,0.0008543429,0.006951203],"study_design_scores_gemma":[0.0000125371,0.00002383815,0.0009514794,0.00002317731,0.000006885975,0.0001281511,0.00004802303,0.7111439,0.001315055,0.2856321,0.0006846321,0.00003034103],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3448695,0.0008937081,0.6377389,0.0005797346,0.0001431585,0.00006776623,0.00009883286,0.0002774117,0.01533105],"genre_scores_gemma":[0.9672272,0.0002952641,0.02846555,0.00009944643,0.00005339385,0.00005906881,0.00009132352,0.00006542051,0.003643288],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005310497,"threshold_uncertainty_score":0.0177654,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02811775066003663,"score_gpt":0.2226674595670411,"score_spread":0.1945497089070045,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}