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Main Authors: Taźbierski, Kacper, Magdziarz, Marcin
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2502.03889
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author Taźbierski, Kacper
Magdziarz, Marcin
author_facet Taźbierski, Kacper
Magdziarz, Marcin
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2502_03889
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Arcsine laws for Brownian motion with Poissonian resetting
Taźbierski, Kacper
Magdziarz, Marcin
Probability
Mathematical Physics
60J75
G.3
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.
title Arcsine laws for Brownian motion with Poissonian resetting
topic Probability
Mathematical Physics
60J75
G.3
url https://arxiv.org/abs/2502.03889