29. Lévy and the Arc Sine Law (1939)

  1. Prakash Gorroochurn

Published Online: 7 MAY 2012

DOI: 10.1002/9781118314340.ch29

Classic Problems of Probability

Classic Problems of Probability

How to Cite

Gorroochurn, P. (2012) Lévy and the Arc Sine Law (1939), in Classic Problems of Probability, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118314340.ch29

Author Information

  1. Department of Biostatistics, Columbia University, New York, NY, USA

Publication History

  1. Published Online: 7 MAY 2012
  2. Published Print: 8 JUN 2012

ISBN Information

Print ISBN: 9781118063255

Online ISBN: 9781118314340



  • Lévy and the Arc Sine Law (1939), fair coin tossed successively;
  • Ballot Theorem application;
  • the Second Arcsine Law by Lévy, for the Brownian motion;
  • the First Arcsine Law, counterintuitive as the second one;
  • Brownian motion and random walk, and time of first occurrence


This chapter contains sections titled:

  • Discussion