A multidimensional analogue of the arcsine law for the number of positive terms in a random walk
Kabluchko, Zakhar, Vysotsky, Vladislav, Zaporozhets, DmitryVolume:
25
Language:
english
Journal:
Bernoulli
DOI:
10.3150/17-BEJ996
Date:
February, 2019
File:
PDF, 261 KB
english, 2019