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Anders Martin-Löf: The arcsine-distribution

Tid: On 2014-10-08 kl 15.15

Plats: The Cramér room (room 306), building 6, Kräftriket, Department of mathematics, Stockholm university

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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.