paper

Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders

arXiv:math/0701049

Abstract

We exhibit, in the form of some identities in law, some connections between tilted stable subordinators, time-changed by independent Gamma processes and the occupation times of Bessel spiders, or their bridges. These identities in law are then explained thanks to excursion theory.

References in corpus (1)

Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders · wovepaper