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Arcsine laws (Wiener process) : ウィキペディア英語版 | Arcsine laws (Wiener process) In probability theory, the arcsine laws are a collection of results for one-dimensional random walks and Brownian motion (the Wiener process). The best known of these is attributed to . All three laws relate path properties of the Wiener process to the arcsine distribution. A random variable ''X'' on () is arcsine-distributed if : ==Statement of the laws== Throughout we suppose that (''W''''t'')0 ≤ ''t'' ≤ 1 ∈ R is the one-dimensional Wiener process on (). Scale invariance ensures that the results can be generalised to Wiener processes run for ''t'' ∈[0,∞).
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Arcsine laws (Wiener process)」の詳細全文を読む
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