scientific article; zbMATH DE number 1047475

zbMath0884.60072MaRDI QIDQ4349250

Marc Yor, Jim W. Pitman

Publication date: 11 August 1997

Full work available at URL: http://www.numdam.org/item?id=SPS_1997__31__287_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

inverse local time processstable subordinatorexcursions of a recurrent Markov processgeneralized arc-sine laws

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator ⋮ Specification of the Base Measure of Nonparametric Priors via Random Means ⋮ Distributions of linear functionals of two parameter Poisson-Dirichlet random measures ⋮ Distributional properties of means of random probability measures ⋮ Lamperti-type laws ⋮ Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) ⋮ Random Brownian scaling identities and splicing of Bessel processes

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