On higher-dimensional analogues of the arc-sine law

Author:

Bingham N. H.,Doney R. A.

Abstract

The arc-sine laws form one of the cornerstones of classical one-dimensional fluctuation theory. In higher dimensions, knowledge of fluctuation theory remains a great deal less complete. Motivated by this, we consider higher-dimensional analogues of the classical arc-sine laws.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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