Accession Number : AD0784020

Title :   An Arc Sine Law and a Law of the Iterated Logarithm for Non-Stationary Processes.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Stigum,Bernt P.

Report Date : MAY 1974

Pagination or Media Count : 45

Abstract : In the paper the author establishes an arc sine law and a law of the iterated logarithm for non-stationary processes which arise in the study of the asymptotic behavior of solutions to certain stochastic difference equations. These laws represent natural extensions of theorems previously obtained by P. Erdos and M. Kac and W. Feller. (Author)

Descriptors :   *STOCHASTIC PROCESSES, *DIFFERENCE EQUATIONS, MEASURE THEORY, RANDOM VARIABLES, DISTRIBUTION FUNCTIONS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE