Some independence results related to the arc-sine law |
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| Authors: | Jean Bertoin Marc Yor |
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| Institution: | (1) Laboratoire de Probabilités, Tour 56, Université Pierre et Marie Curie, 4, Place Jussieu, F75252 Paris Cedex 05, France |
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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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| Keywords: | Arc-sine law Lé vy process local time |
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