Anders Martin-Löf: The arcsine-distribution
Time: Wed 2014-10-08 15.15
Location: The Cramér room (room 306), building 6, Kräftriket, Department of mathematics, Stockholm university
This well known distribution describes the time a random walk spends on the positive side.I will give a nice derivation of it and its asymptotic form for large time. The talk does not require knowledge of advanced probability.