Accession Number : AD0691827

Title :   STOPPING TIMES OF BROWNIAN MOTION: SOME PROPERTIES OF ROOT'S CONSTRUCTION.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Loynes,Robert M.

Report Date : JUL 1969

Pagination or Media Count : 18

Abstract : Root recently described a method of constructing an absorbing barrier for Brownian motion with the property that the value of the process at the moment it stops has any desired distribution with zero mean and finite variance. Further properties of the construction are investigated here, concerning uniqueness and continuity. (Author)

Descriptors :   (*BROWNIAN MOTION, STATISTICAL DISTRIBUTIONS), (*PROBABILITY, THEORY), STOCHASTIC PROCESSES, TOPOLOGY, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE