
doi: 10.1017/jpr.2018.6
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.
[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
[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
| 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). | 0 | |
| 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. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
