Accession Number : AD0428404


Title :   ON A GENERALIZATION OF THE FINITE ARCSINE LAW,


Corporate Author : AARHUS UNIV (DENMARK)


Personal Author(s) : Baxter,Glen


Report Date : 1942


Pagination or Media Count : 12


Abstract : A generalization of the arcsine law for infinitely divisible stochastic processes is found. The generalization method consists of finding a pair of differential equations for the generating functions of quantities like those in the distribution of N which is the number of positive partial sums considered. These equations are solved and the generating functions inverted. The sequence X consists of independent, identically distributed random variables with continuous and symmetric distributions; the probability that two of the partial sums are equal is zero.


Descriptors :   (*STATISTICAL FUNCTIONS, DIFFERENTIAL EQUATIONS), STOCHASTIC PROCESSES, DIFFERENCE EQUATIONS, POLYNOMIALS, PROBABILITY


Distribution Statement : APPROVED FOR PUBLIC RELEASE