A Note on the Arc-Sine Law and Markov Random Sets

DOI10.1214/aoms/1177693333zbMath0218.60080OpenAlexW1966715835WikidataQ114846536 ScholiaQ114846536MaRDI QIDQ5623040

Joseph Horowitz

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693333

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov processes (60J99)

Related Items

The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator, Maxima of sums of random variables and suprema of stable processes