A remark on positive sojourn times of symmetric processes

DOI10.1017/jpr.2018.6zbMath1401.60049OpenAlexW2794828237WikidataQ130110280 ScholiaQ130110280MaRDI QIDQ4684927

Christophe Profeta

Publication date: 26 September 2018

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

Full work available at URL: https://doi.org/10.1017/jpr.2018.6

zbMATH Keywords

strong law of large numbersarcsine lawsojourn time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Brownian motion (60J65)

Cites Work

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• Limiting behaviour of the occupation of wedges by complex Brownian motion
• Moments of gamma type and the Brownian supremum process area
• On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion
• On the occupation times of cones by Brownian motion
• Strong laws of large numbers for weakly correlated random variables
• A winding problem for a resonator driven by a white noise
• Occupation times for planar and higher dimensional Brownian motion
• On higher-dimensional analogues of the arc-sine law
• On the arc-sine laws for Lévy processes
• On occupation times of the first and third quadrants for planar Brownian motion

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