The intermediate arc-sine law

DOI10.1016/S0167-7152(00)00038-9zbMath0959.60078OpenAlexW2041087149MaRDI QIDQ1579847

Yakov Yu. Nikitin, Enzo Orsingher

Publication date: 26 April 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00038-9

zbMATH Keywords

Brownian motionBrownian bridgesojourn timearc-sine lawKac empirical processsecond arc-sine law

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

On the sojourn time of a generalized Brownian meander ⋮ How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. ⋮ The stationary probability density of a class of bounded Markov processes

Cites Work

• Asymptotic laws of planar Brownian motion
• On higher-dimensional analogues of the arc-sine law
• On Deviations between Theoretical and Empirical Distributions
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