Stable windings at the origin
Probability
2018-02-01 v5
Abstract
In 1996, Bertoin and Werner [5] demonstrated a functional limit theorem, characterising the windings of pla- nar isotropic stable processes around the origin for large times, thereby complementing known results for planar Brownian mo- tion. The question of windings at small times can be handled us- ing scaling. Nonetheless we examine the case of windings at the the origin using new techniques from the theory of self-similar Markov processes. This allows us to understand upcrossings of (not necessarily symmetric) stable processes over the origin for large and small times in the one-dimensional setting.
Cite
@article{arxiv.1605.06872,
title = {Stable windings at the origin},
author = {A. E. Kyprianou and S. Vakeroudis},
journal= {arXiv preprint arXiv:1605.06872},
year = {2018}
}