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Distribution of occupation times - MaRDI portal

Distribution of occupation times

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Publication:1313640

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DOI10.1007/BF01362792zbMath0784.60075MaRDI QIDQ1313640

V. A. Egorov

Publication date: 2 March 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

order statistics functional limit theorems Brownian motion occupation time arc sin law

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

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