On the arc-sine laws for Lévy processes

DOI10.2307/3215236zbMATH Open0802.60070OpenAlexW2394762844MaRDI QIDQ4296372FDOQ4296372

Authors: R. K. Getoor, Michael J. Sharpe 

Publication date: 15 December 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215236

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zbMATH Keywords

Dirac measuregeneralized arc-sine lawSpitzer's theoremLévy process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99)

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• Stochastic bounds for Lévy processes.
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• Distribution of the occupation time for a Lévy process at passage times at 0
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• On Doney's striking factorization of the arc-sine law
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