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A Distributional Identity for Exchangeable Random Walks
by
Milica Čudina
Department of Mathematics, University of Zagreb
The aim of the talk is to give another perspective to proving a distributional identity for certain random variables related to chains with exchangeable increments.
The approach to this result, which is originally a corollary of the Arcsine law, is purely combinatorial. Therefore certain chain-transformations are developed, and their characteristics used in order to obtain the proof.
Date received: March 15, 2000
Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caex-19.