A scaling proof for Walsh's Brownian motion extended arc-sine law
Probability
2013-01-01 v3
Abstract
We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian case, which can be generalized to the multivariate case. A discussion concerning the time spent positive by a skew Bessel process is also presented.
Keywords
Cite
@article{arxiv.1206.3688,
title = {A scaling proof for Walsh's Brownian motion extended arc-sine law},
author = {Stavros Vakeroudis and Marc Yor},
journal= {arXiv preprint arXiv:1206.3688},
year = {2013}
}