Windings of planar stable processes
Probability
2012-12-27 v3
Abstract
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index . We also study the case and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process.
Cite
@article{arxiv.1203.3739,
title = {Windings of planar stable processes},
author = {Ron A. Doney and Stavros Vakeroudis},
journal= {arXiv preprint arXiv:1203.3739},
year = {2012}
}