Some properties of the arc-sine law related to its invariance under a family of rational maps

نویسنده

  • Marc Yor
چکیده

This paper shows how the invariance of the arc-sine distribution on (0, 1) under a family of rational maps is related on the one hand to various integral identities with probabilistic interpretations involving random variables derived from Brownian motion with arc-sine, Gaussian, Cauchy and other distributions, and on the other hand to results in the analytic theory of iterated rational maps.

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تاریخ انتشار 1999