SAMPLE PATH BEHAVIOR IN CONNECTION WITH GENERALIZED ARCSINE LAWS
成果类型：
Article
署名作者：
BERTOIN, J
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01195477
发表日期：
1995
页码：
317-327
关键词：
摘要：
Let G = (G(t), t greater than or equal to 0) be the process of last passage times at some fixed point of a Markov process. The Dynkin-Lamperti theorem provides a necessary and sufficient condition for G(t)/t to converge in law as t --> infinity to some non-degenerate limit (which is then a generalized arcsine law). Under this condition, we give a simple integral test that characterizes the lower-functions of G. We obtain a similar result for A(+) = (A(+)(t),t greater than or equal to 0), the time spent in [0, infinity) by a real-valued diffusion process, in connection with Watanabe's recent extension of Levy's second arcsine law.
来源URL：