On a generalization of the arc-sine law

Annals of Applied Probability

Volumn 6, Issue 3, 1996, Pages 1035-1040

  Takács, Lajos ^a  

^a NONE   (United States)

Author keywords

Brownian motion; Distribution function; Random walk; Sojourn time

Indexed keywords

EID: 0040656026     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1034968240     Document Type: Article

References (11)

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11. YOR, M. (1995). The distribution of Brownian quantiles. J. Appl. Probab. 32 405-416.