On a Generalization of the Arcsine Law

2017/10/12 by Houdré, Christian, Litherland, Trevis J.
#60C05 #60E05 #60J65 #60K25 #60K35 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1710.04559

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.

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