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

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

2007-01-02

arxiv.org/abs/math/0701049v1

Mathematics

Probability

Scientific paper

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.

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