An Arc Sine Law and a Law of the Iterated Logarithm for Non-Stationary Processes.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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In the paper the author establishes an arc sine law and a law of the iterated logarithm for non-stationary processes which arise in the study of the asymptotic behavior of solutions to certain stochastic difference equations. These laws represent natural extensions of theorems previously obtained by P. Erdos and M. Kac and W. Feller. Author
- Statistics and Probability