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On higher-dimensional analogues of the arc-sine law

Published online by Cambridge University Press:  14 July 2016

N. H. Bingham  and
R. A. Doney
N. H. Bingham*
Affiliation:
Royal Holloway and Bedford New College
R. A. Doney*
Affiliation:
University of Manchester
*
∗ Postal address: Department of Mathematics, Royal Holloway and Bedford New College, Egham Hill, Egham, Surrey TW20 0EX, UK.
∗∗ Postal address: Statistical Laboratory, Department of Mathematics, University of Manchester, Manchester M13 9PL, UK.
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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, we consider higher-dimensional analogues of the classical arc-sine laws.

Keywords

FLUCTUATION THEORYHIGHER DIMENSIONS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 25 , Issue 1 , March 1988 , pp. 120 - 131
Copyright
Copyright © Applied Probability Trust 1988 

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