An arcsine law for Markov chains
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- by David A. Freedman PDF
- Proc. Amer. Math. Soc. 14 (1963), 680-684 Request permission
References
- Kai Lai Chung, Markov chains with stationary transition probabilities, Die Grundlehren der mathematischen Wissenschaften, Band 104, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1960. MR 0116388
- Wolfgang Doeblin, Sur deux problèmes de M. Kolmogoroff concernant les chaînes dénombrables, Bull. Soc. Math. France 66 (1938), 210–220 (French). MR 1505091
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- Frank Spitzer, A combinatorial lemma and its application to probability theory, Trans. Amer. Math. Soc. 82 (1956), 323–339. MR 79851, DOI 10.1090/S0002-9947-1956-0079851-X
Additional Information
- © Copyright 1963 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 14 (1963), 680-684
- MSC: Primary 60.65
- DOI: https://doi.org/10.1090/S0002-9939-1963-0152015-6
- MathSciNet review: 0152015