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On a Generalization of the Arcsine Law

Authors :
Houdré, Christian
Litherland, Trevis J.
Publication Year :
2017

Abstract

The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.

Subjects

Subjects :
Mathematics - Probability
60C05, 60E05, 60J65, 60K25, 60K35

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1710.04559
Document Type :
Working Paper

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