arXiv Open Access 2025

Arcsine laws for Brownian motion with Poissonian resetting

Kacper Taźbierski Marcin Magdziarz

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Abstrak

We analyze the equivalents of the celebrated arcsine laws for Brownian motion undergoing Poissonian resetting. We obtain closed-form formulae for the probability density functions of the corresponding random variables in the cases of the first and second arcsine law. Furthermore, we obtain numerical results for the third law.

Topik & Kata Kunci

math.PR math-ph

Penulis (2)

Kacper Taźbierski

Marcin Magdziarz

Format Sitasi

APA MLA BibTeX

Taźbierski, K., Magdziarz, M. (2025). Arcsine laws for Brownian motion with Poissonian resetting. https://arxiv.org/abs/2502.03889

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Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓