arXiv · 1710.04559
On a Generalization of the Arcsine Law
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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Christian Houdré, Trevis J. Litherland. 2017-10-12. On a Generalization of the Arcsine Law. https://arxiv.org/abs/1710.04559
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