Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0876.60060
Bertoin, Jean; Yor, Marc
Some independence results related to the arc-sine law. (English)
[J] J. Theor. Probab. 9, No.2, 447-458 (1996). ISSN 0894-9840; ISSN 1572-9230/e

This paper is devoted to the proof of recent results of Getoor and Sharpe on the distribution of local times on rays for planar Lévy processes $(X,Y)$. The main interest is on the local time $l$ of $Y$ and the process $L_t=\int^t_0 1_{\{X_s>0\}}dl_s$. It is proved that for every time $t>0$, $l_t$ and $L_t/l_t$ are independent and the latter is distributed according to a generalized arc-sine law. An asymptotic result concerning the law of $L_t$ is proved as well.
[D.Lepingle (Orléans)]

MSC 2000:: *60J55 Additive functionals

Keywords: local times; Lévy processes; generalized arc-sine law

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]