Let $V$ be the time of the last zero of $W(t)$ in $[0,t]$ How can I prove that $P(V>0)=1$ ? $V =\text{sup}\{s<t: W(s)=0\}$. $V$ has density $$f(s)=\frac {1}{\pi} \cdot \frac{1}{{s(tâs)}^{1/2}}, \, 0<s<t$$.
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1Use mathjax â Arbuja May 05 '17 at 14:45
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1... and add sone contrxt and/or thoughts on the problem. â saz May 05 '17 at 14:56
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1Arcsin law is neither low nor high. â Jean Marie May 05 '17 at 15:25