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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Lévy arcsine law ： 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 : $\backslash Pr\; \backslash left(X\; \backslash leq\; x\; \backslash right)\; =\; \backslash frac\; \backslash arcsin\backslash left(\backslash sqrt\backslash right).$ ==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 スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.