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A remark on positive sojourn times of symmetric processes

Authors: Profeta, Christophe;

A remark on positive sojourn times of symmetric processes

Abstract

AbstractWe show that under some slight assumptions, the positive sojourn time of a product of symmetric processes converges towards ½ as the number of processes increases. Monotony properties are then exhibited in the case of symmetric stable processes, and used, via a recurrence relation, to obtain upper and lower bounds on the moments of the occupation time (in the first and third quadrants) for two-dimensional Brownian motion. Explicit values are also given for the second and third moments in then-dimensional Brownian case.

Country
France
Keywords

[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Strong limit theorems, 2010 MSC: 60J55, strong law of large numbers, Occupation times, arcsine law, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 60J65, Inequalities; stochastic orderings, Stable processes, sojourn time, Brownian motion, 60G52

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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