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Arcsine laws for Brownian motion with Poissonian resetting
1Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland.
Abstract:
We analyze the equivalents of the celebrated arcsine laws for Brownian motion undergoing Poissonian resetting. We obtain closed-form formulas 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.
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