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arXiv · 2502.03889

Arcsine laws for Brownian motion with Poissonian resetting

Kacper Taźbierski·Marcin Magdziarz
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Abstract

We analyze the equivalents of the celebrated arcsine laws for Brownian motion undergoing Poissonian resetting. We obtain closed-form formulae for the probability density functions of the corresponding random variables in the cases of the first and second arcsine law. Furthermore, we obtain numerical results for the third law.

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Kacper Taźbierski, Marcin Magdziarz. 2025-02-06. Arcsine laws for Brownian motion with Poissonian resetting. https://doi.org/10.1063/5.0253282

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