The arc-sine law and its analogs for processes governed by signed and complex measures (Q1338749)

The classical Lévy's arc-sine law for real Brownian motion was extended by the first author [Ann. Probab. 6, 433-458 (1978; Zbl 0378.60030)] to real generalized processes governed by a generator \({\partial \over {\partial t}}-c_ n {{\partial^ n} \over {\partial x^ n}}\),with \(n=2k\) and \(c_{2k}= (-1)^{k+1}\), and is extended here to the case \(c_{2k}= (-1)^{k+1} i\). Such generalized processes are governed no more by probabilities, but by complex measures; however the Feynman-Kac formula remains valid, and allows the computation of the double Laplace transform of the time between 0 and \(t\) spent above 0. So an analog of the no more valid arc- sine law is obtained when \(n=3\) and \(c_ 3=i\); the double Laplace transform is also calculated for \(n\in\{ 3,5,7\}\) and \(c_ n=\pm1\), and when the generator is \({\partial \over {\partial t}}- {{\partial^ 6} \over {\partial x^ 6}}-2 {{\partial^ 3} \over {\partial x^ 3}}\); finally the arc-sine law is established again for the generator \({\partial \over {\partial t}}+ {{\partial^ 4} \over {\partial x^ 4}}-2i {{\partial^ 2} \over {\partial x^ 2}}\).