Some independence results related to the arc-sine law

被引：4

作者：

Bertoin, J

Yor, M

机构：

[1] Laboratoire de Probabilités, Tour 56, Université Pierre et Marie Curie, F75252 Paris Cedex 05, 4, Place Jussieu

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1996年 / 9卷 / 02期

关键词：

arc-sine law; Levy process; local time;

D O I：

10.1007/BF02214659

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We provide proofs for recent results of Getoor and Sharpe((7)) on the distribution of local times on rays for certain planar Levy processes which were invalidated by an appeal to an incorrect assertion. Our arguments rely on independence properties related to the are-sine law.

引用

页码：447 / 458

页数：12

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