English

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 α(0,2)\alpha\in(0,2). We also study the case t0t\rightarrow0 and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process.

Keywords

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}
}
R2 v1 2026-06-21T20:35:17.711Z