文章基本信息

标题：Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
本地全文：下载
作者：Vakeroudis, Stavros ; Yor, Marc
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2012
卷号：17
页码：1-9
DOI：10.1214/ECP.v17-2090
语种：English
出版社：Electronic Communications in Probability
摘要：With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.
关键词：Bougerol's identity; infinite divisibility; Chebyshev polynomials; L\'{e}vy measure; Thorin measure; generalized Gamma convolution (GGC);60J65; 60E07