
Accession Number : AD0428404
Title : ON A GENERALIZATION OF THE FINITE ARCSINE LAW,
Corporate Author : AARHUS UNIV (DENMARK)
Personal Author(s) : Baxter,Glen
Report Date : 1942
Pagination or Media Count : 12
Abstract : A generalization of the arcsine law for infinitely divisible stochastic processes is found. The generalization method consists of finding a pair of differential equations for the generating functions of quantities like those in the distribution of N which is the number of positive partial sums considered. These equations are solved and the generating functions inverted. The sequence X consists of independent, identically distributed random variables with continuous and symmetric distributions; the probability that two of the partial sums are equal is zero.
Descriptors : (*STATISTICAL FUNCTIONS, DIFFERENTIAL EQUATIONS), STOCHASTIC PROCESSES, DIFFERENCE EQUATIONS, POLYNOMIALS, PROBABILITY
Distribution Statement : APPROVED FOR PUBLIC RELEASE