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