ON A GENERALIZATION OF THE ARC-SINE LAW
成果类型：
Article
署名作者：
Takacs, Lajos
署名单位：
University System of Ohio; Case Western Reserve University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1996
页码：
1035-1040
关键词：
摘要：
This paper deals with the distribution function of the sojourn time of Brownian motion with drift. By some recent results of J. Akahori and A. Dassios this distribution function can be expressed in the form of a double integral. In this paper it is shown that the distribution function of the sojourn time can be expressed simply as a single integral. The result obtained is a generalization of the arc-sine law of Paul Levy.