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Article Dans Une Revue Journal of Applied Probability Année : 2018

A remark on positive sojourn times of symmetric processes

Résumé

We show that under some slight assumptions, the positive sojourn time of a product of symmetric processes converges towards ½ as the number of processes increases. Monotony properties are then exhibited in the case of symmetric stable processes, and used, via a recurrence relation, to obtain upper and lower bounds on the moments of the occupation time (in the first and third quadrants) for two-dimensional Brownian motion. Explicit values are also given for the second and third moments in the n-dimensional Brownian case.
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Dates et versions

hal-04346499 , version 1 (15-12-2023)

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Christophe Profeta. A remark on positive sojourn times of symmetric processes. Journal of Applied Probability, 2018, 55 (1), pp.69-81. ⟨10.1017/jpr.2018.6⟩. ⟨hal-04346499⟩
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