Sign in

On occupation times of the first and third quadrants for planar Brownian motion

By Philip Ernst and Larry Shepp
An open problem of interest, first infused into the applied probability community in the work of Bingham and Doney in 1988, (see \cite{Bingham}) is stated as follows: find the distribution of the quadrant occupation time of planar Brownian motion. In this short communication, we study an alternate formulation of this... Show more
July 5, 2016
=
0
Loading PDF…
Loading full text...
Similar articles
Loading recommendations...
=
0
x1
On occupation times of the first and third quadrants for planar Brownian motion
Click on play to start listening