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| Fiche détaillée | Preprint, Working Paper, Document sans référence, etc. |
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| Versions disponibles : | v1 (16-06-2012) | v2 (18-09-2012) | v3 (29-12-2012) |
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| A scaling proof for Walsh's Brownian motion extended arc-sine law |
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| Stavros Vakeroudis1, 2Marc Yor1, 3 |
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| We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian case, which can be generalized to the multivariate case. A discussion concerning the time spent positive by a skew Bessel process is also presented. |
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| 1 : | LPMA - Laboratoire de Probabilités et Modèles Aléatoires |
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| 2 : | School of Mathematics - Department of Mathematics [Manchester] |
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| 3 : | IUF - Institut Universitaire de France |
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| Arc-sine law – Brownian spider – Skew Bessel process – Stable variables – Subordinators – Walsh Brownian motion |
| hal-00708858, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00708858 | |
| oai:hal.archives-ouvertes.fr:hal-00708858 | |
| Contributeur : Stavros Vakeroudis | |
| Soumis le : Samedi 16 Juin 2012, 01:17:07 | |
| Dernière modification le : Samedi 16 Juin 2012, 20:36:54 | |
