Journal of Theoretical Probability

, Volume 9, Issue 2, pp 447–458 | Cite as

Some independence results related to the arc-sine law

  • Jean Bertoin
  • Marc Yor
Article
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Abstract

We provide proofs for recent results of Getoor and Sharpe on the distribution of local times on rays for certain planar Lévy processes which were invalidated by an appeal to an incorrect assertion. Our arguments rely on independence properties related to the arc-sine law.

Key Words

Arc-sine law Lévy process local time 
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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • Jean Bertoin
    • 1
  • Marc Yor
    • 1
  1. 1.Laboratoire de Probabilités, Tour 56Université Pierre et Marie CurieParis Cedex 05France

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