Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes (Q582710)
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scientific article; zbMATH DE number 4131392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes |
scientific article; zbMATH DE number 4131392 |
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Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes (English)
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1989
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The authors find the distributions of several sojourn time functionals of random processes, obtained by pasting together two Brownian motion processes on a line. This result includes the known arc sine law for Wiener processes. Some limit theorems for distributions of sojourn time functionals for pasted processes are proved.
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sojourn time functionals
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arc sine law for Wiener processes
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