Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
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Publication:428754
DOI10.1214/ECP.v17-2090zbMath1259.60097arXiv1201.2718MaRDI QIDQ428754
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2718
Chebyshev polynomialsLévy measureinfinite divisibilityBougerol's identitygeneralized gamma convolution (GGC)Thorin measure
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