Levy's second arcsine law via the ballot theorem
Fuente:
arXiv
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866909615085584384 |
|---|---|
| author | Pitters, Helmut H. |
| author_facet | Pitters, Helmut H. |
| contents | We provide a new and elementary proof of Levy's second arcsine law for Brownian motion. The only tools required are basic properties of Brownian motion and Poisson processes, and the ballot theorem. Our proof is readily extended to Brownian motion with drift. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_12374 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Levy's second arcsine law via the ballot theorem Pitters, Helmut H. Probability 60G17 (Primary) 60G50, 60G51 (Secondary) We provide a new and elementary proof of Levy's second arcsine law for Brownian motion. The only tools required are basic properties of Brownian motion and Poisson processes, and the ballot theorem. Our proof is readily extended to Brownian motion with drift. |
| title | Levy's second arcsine law via the ballot theorem |
| topic | Probability 60G17 (Primary) 60G50, 60G51 (Secondary) |
| url | https://arxiv.org/abs/2505.12374 |