Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

DOI10.1214/ECP.V17-2090zbMath1259.60097arXiv1201.2718OpenAlexW1996941361MaRDI QIDQ428754

Stavros Vakeroudis, Marc Yor

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.2718

zbMATH Keywords

Chebyshev polynomialsLévy measureinfinite divisibilityBougerol's identitygeneralized gamma convolution (GGC)Thorin measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65)

Related Items (5)

Bougerol's identity in law and extensions ⋮ Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion ⋮ Windings of planar processes, exponential functionals and Asian options ⋮ First hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process ⋮ Windings of Planar Stable Processes

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