Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes (Q582710)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes |
scientific article |
Statements
Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes (English)
0 references
1989
0 references
The authors find the distributions of several sojourn time functionals of random processes, obtained by pasting together two Brownian motion processes on a line. This result includes the known arc sine law for Wiener processes. Some limit theorems for distributions of sojourn time functionals for pasted processes are proved.
0 references
sojourn time functionals
0 references
arc sine law for Wiener processes
0 references
