An Arc-Sine Law for Last Hitting Points in the Two-Parameter Wiener Space
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Jeong-Gyoo | - |
dc.date.available | 2020-07-10T02:38:14Z | - |
dc.date.created | 2020-07-06 | - |
dc.date.issued | 2019-11 | - |
dc.identifier.issn | 2227-7390 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/975 | - |
dc.description.abstract | We develop the two-parameter version of an arc-sine law for a last hitting time. The existing arc-sine laws are about a stochastic process X-t with one parameter t. If there is another varying key factor of an event described by a process, then we need to consider another parameter besides t. That is, we need a system of random variables with two parameters, say X-s,X-t, which is far more complex than one-parameter processes. In this paper we challenge to develop such an idea, and provide the two-parameter version of an arc-sine law for a last hitting time. An arc-sine law for a two-parameter process is hardly found in literature. We use the properties of the two-parameter Wiener process for our development. Our result shows that the probability of last hitting points in the two-parameter Wiener space turns out to be arcsine-distributed. One can use our results to predict an event happened in a system of random variables with two parameters, which is not available among existing arc-sine laws for one parameter processes. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | MDPI | - |
dc.subject | SUPREMUM | - |
dc.title | An Arc-Sine Law for Last Hitting Points in the Two-Parameter Wiener Space | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Kim, Jeong-Gyoo | - |
dc.identifier.doi | 10.3390/math7111131 | - |
dc.identifier.scopusid | 2-s2.0-85079820383 | - |
dc.identifier.wosid | 000502288700128 | - |
dc.identifier.bibliographicCitation | MATHEMATICS, v.7, no.11 | - |
dc.relation.isPartOf | MATHEMATICS | - |
dc.citation.title | MATHEMATICS | - |
dc.citation.volume | 7 | - |
dc.citation.number | 11 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Mathematics | - |
dc.subject.keywordPlus | SUPREMUM | - |
dc.subject.keywordAuthor | arc-sine law | - |
dc.subject.keywordAuthor | last hitting points | - |
dc.subject.keywordAuthor | two-parameter Wiener space | - |
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