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Some independence results related to the arc-sine law

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Abstract

We provide proofs for recent results of Getoor and Sharpe on the distribution of local times on rays for certain planar Lévy processes which were invalidated by an appeal to an incorrect assertion. Our arguments rely on independence properties related to the arc-sine law.

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Bertoin, J., Yor, M. Some independence results related to the arc-sine law. J Theor Probab 9, 447–458 (1996). https://doi.org/10.1007/BF02214659

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  • DOI: https://doi.org/10.1007/BF02214659

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