Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
DOI10.1112/PLMS/S3-65.2.326zbMATH Open0769.60014OpenAlexW2160385184MaRDI QIDQ4024973FDOQ4024973
Publication date: 18 February 1993
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-65.2.326
Recommendations
local timesubordinatorstable subordinatorBrownian motion and distribution of its functionalslengths and signs of excursionsmultidimensional arcsine laws
Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99) Brownian motion (60J65) Local time and additive functionals (60J55)
Cited In (43)
- Arcsine laws for random walks generated from random permutations with applications to genomics
- On a Lévy process pinned at random time
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
- Persistent random walks. II. Functional scaling limits
- Order statistics for jumps of normalised subordinators
- Occupation time of a renewal process coupled to a discrete Markov chain
- Lamperti-type laws
- Diffusions on a space of interval partitions: construction from marked Lévy processes
- Limit theorems associated with the Pitman–Yor process
- Size-biased sampling of Poisson point processes and excursions
- On the Poisson-Dirichlet limit
- Generalized Stirling permutations, families of increasing trees and urn models
- A Feynman–Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game
- Applications of the continuous-time ballot theorem to Brownian motion and related processes.
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- A parallel between Brownian bridges and gamma bridges
- Numerical evidences of universal trap-like aging dynamics
- Itô's excursion theory and its applications
- Beta-binomial stick-breaking non-parametric prior
- Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models
- Distributions of linear functionals of two parameter Poisson-Dirichlet random measures
- Exact simulation of two-parameter Poisson-Dirichlet random variables
- A dynamic model for the two-parameter Dirichlet process
- Random Brownian scaling identities and splicing of Bessel processes
- Random scaling and sampling of Brownian motion
- Distributional properties of means of random probability measures
- Subordinators and the actions of permutations with quasi-invariant measure
- Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
- A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
- Coalescent random forests
- The standard additive coalescent
- Characterizations of the Beta Distribution
- Metrics on sets of interval partitions with diversity
- Stick-Breaking Processes With Exchangeable Length Variables
- On Doney's striking factorization of the arc-sine law
- Ages of records in random walks
- The asymptotic distribution of the diameter of a random mapping
- Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models
- Spinal partitions and invariance under re-rooting of continuum random trees
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators
- Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model
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