On higher-dimensional analogues of the arc-sine law

On higher-dimensional analogues of the arc-sine law

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Article ID: iaor1988826
Country: Israel
Volume: 25
Issue: 1
Start Page Number: 120
End Page Number: 131
Publication Date: Mar 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

The arc-sine laws form one of the cornerstones of classical one-dimensional fluctuation theory. In higher dimensions, knowledge of fluctuation theory remains a great deal less complete. Motivated by this, the authors consider higher-dimensional analogues of the classical arc-sine laws.

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