An Arc Sine Law and a Law of the Iterated Logarithm for Non-Stationary Processes.

Abstract

In the paper the author establishes an arc sine law and a law of the iterated logarithm for non-stationary processes which arise in the study of the asymptotic behavior of solutions to certain stochastic difference equations. These laws represent natural extensions of theorems previously obtained by P. Erdos and M. Kac and W. Feller. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1974
Accession Number
AD0784020

Entities

People

  • Bernt P. Stigum

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Difference Equations
  • Differential Equations
  • Equations
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Real Variables
  • Stationary
  • Stationary Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.