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An arcsine law for Markov random walks |
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| Authors: | Gerold Alsmeyer Fabian Buckmann |
| Institution: | Inst. Math. Stochastics, Department of Mathematics and Computer Science, University of Münster, Orléans-Ring 10, D-48149 Münster, Germany |
| Abstract: | |
| Keywords: | 60J15 60J10 60G50 Markov random walk Arcsine law Fluctuation theory Spitzer condition Spitzer-type formula |
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