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A multidimensional analogue of the arcsine law for the number of positive terms in a random walk. / Kabluchko, Zakhar; Vysotsky, Vladislav; Zaporozhets, Dmitry.

In: Bernoulli, Vol. 25, No. 1, 01.02.2019, p. 521-548.

Research output: Contribution to journal › Article › peer-review

Harvard

Kabluchko, Z, Vysotsky, V & Zaporozhets, D 2019, 'A multidimensional analogue of the arcsine law for the number of positive terms in a random walk', Bernoulli, vol. 25, no. 1, pp. 521-548. https://doi.org/10.3150/17-BEJ996

APA

Kabluchko, Z., Vysotsky, V., & Zaporozhets, D. (2019). A multidimensional analogue of the arcsine law for the number of positive terms in a random walk. Bernoulli, 25(1), 521-548. https://doi.org/10.3150/17-BEJ996

Vancouver

Kabluchko Z, Vysotsky V, Zaporozhets D. A multidimensional analogue of the arcsine law for the number of positive terms in a random walk. Bernoulli. 2019 Feb 1;25(1):521-548. https://doi.org/10.3150/17-BEJ996

Author

Kabluchko, Zakhar ; Vysotsky, Vladislav ; Zaporozhets, Dmitry. / A multidimensional analogue of the arcsine law for the number of positive terms in a random walk. In: Bernoulli. 2019 ; Vol. 25, No. 1. pp. 521-548.

BibTeX

@article{910089a9599b4eb79de0e37143e29632,
title = "A multidimensional analogue of the arcsine law for the number of positive terms in a random walk",
keywords = "Absorption probability, Arcsine law, Convex cone, Convex hull, Distribution-free probability, Finite reflection group, Hyperplane arrangement, Random linear subspace, Random walk, Random walk bridge, Weyl chamber",
author = "Zakhar Kabluchko and Vladislav Vysotsky and Dmitry Zaporozhets",
year = "2019",
month = feb,
day = "1",
doi = "10.3150/17-BEJ996",
language = "English",
volume = "25",
pages = "521--548",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "1",

}

RIS

TY - JOUR

T1 - A multidimensional analogue of the arcsine law for the number of positive terms in a random walk

AU - Kabluchko, Zakhar

AU - Vysotsky, Vladislav

AU - Zaporozhets, Dmitry

PY - 2019/2/1

Y1 - 2019/2/1

KW - Absorption probability

KW - Arcsine law

KW - Convex cone

KW - Convex hull

KW - Distribution-free probability

KW - Finite reflection group

KW - Hyperplane arrangement

KW - Random linear subspace

KW - Random walk

KW - Random walk bridge

KW - Weyl chamber

UR - http://www.scopus.com/inward/record.url?scp=85058435977&partnerID=8YFLogxK

U2 - 10.3150/17-BEJ996

DO - 10.3150/17-BEJ996

M3 - Article

AN - SCOPUS:85058435977

VL - 25

SP - 521

EP - 548

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 1

ER -

ID: 126284837