On the arc-sine laws for Lévy processes

DOI10.2307/3215236zbMath0802.60070OpenAlexW2394762844MaRDI QIDQ4296372

Ronald Getoor, Michael J. Sharpe

Publication date: 15 December 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215236

zbMATH Keywords

Dirac measureLévy processgeneralized arc-sine lawSpitzer's theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99)

Related Items (10)

Stochastic bounds for Lévy processes. ⋮ Local times on rays for a class of planar Lévy processes ⋮ Quasi-stationary distributions for Lévy processes ⋮ Occupation time distributions for Lévy bridges and excursions ⋮ Sample path behaviour in connection with generalized arcsine laws ⋮ Some independence results related to the arc-sine law ⋮ A remark on positive sojourn times of symmetric processes ⋮ Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions ⋮ Distribution of the occupation time for a Lévy process at passage times at 0 ⋮ Arcsine laws for random walks generated from random permutations with applications to genomics

This page was built for publication: On the arc-sine laws for Lévy processes