ON A GENERALIZATION OF THE FINITE ARCSINE LAW,
Abstract
A generalization of the arcsine law for infinitely divisible stochastic processes is found. The generalization method consists of finding a pair of differential equations for the generating functions of quantities like those in the distribution of N which is the number of positive partial sums considered. These equations are solved and the generating functions inverted. The sequence X consists of independent, identically distributed random variables with continuous and symmetric distributions; the probability that two of the partial sums are equal is zero.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1942
- Accession Number
- AD0428404
Entities
People
- Glen Baxter
Organizations
- Aarhus University