On a Generalization of the Arcsine Law
arXiv:1710.04559
Abstract
The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.
arXiv:1710.04559
The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.