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Some independence results related to the arc-sine law

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Publication:678088
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DOI10.1007/BF02214659zbMath0876.60060OpenAlexW2023004182MaRDI QIDQ678088

Jean Bertoin, Marc Yor

Publication date: 16 April 1997

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

Full work available at URL: https://doi.org/10.1007/bf02214659


zbMATH Keywords

Lévy processeslocal timesgeneralized arc-sine law


Mathematics Subject Classification ID

Local time and additive functionals (60J55)


Related Items

Birth and death processes with neutral mutations ⋮ Lamperti-type laws



Cites Work

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  • A path decomposition for Lévy processes
  • Local times on rays for a class of planar Lévy processes
  • Spitzer's condition for random walks and Lévy processes
  • Spitzer's condition and ladder variables in random walks
  • On Occupation Times for Markoff Processes
  • Fluctuation identities for lévy processes and splitting at the maximum
  • On the arc-sine laws for Lévy processes
  • Symmetric Stable Processes as Traces of Degenerate Diffusion Processes
  • A convolution equation and hitting probabilities of single points for processes with stationary independent increments
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