Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
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Publication:4024973
DOI10.1112/plms/s3-65.2.326zbMath0769.60014OpenAlexW2160385184MaRDI QIDQ4024973
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
subordinatorlocal timestable subordinatorBrownian motion and distribution of its functionalslengths and signs of excursionsmultidimensional arcsine laws
Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99)
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