Arcsine law and one generalization (Q1969276): Difference between revisions

The aim of this paper is to analyze and obtain the limit distribution of the functional \({1\over T} \int^T_0 f(X(t)) dt\), for \(T\to\infty\). \(X(t)\) is considered to be a one-dimensional null-recurrent Markov process, with the diffusion function \(a(x)\) and the function \(f(x)\) having limits as \(x\to\pm\infty\) in a weak sense.