{"title":"光谱正稳定过程的面积停止于零","authors":"Julien Letemplier, T. Simon","doi":"10.19195/0208-4147.38.1.2","DOIUrl":null,"url":null,"abstract":"A multiplicative identity in law for the area of a spectrally positive Lévy ∝-stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse beta random variable and the square of a positive stable random variable. This simple identity makes it possible to study precisely the behaviour of the density at zero, which is Fréchet-like.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2014-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"The area of a spectrally positive stable process stopped at zero\",\"authors\":\"Julien Letemplier, T. Simon\",\"doi\":\"10.19195/0208-4147.38.1.2\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A multiplicative identity in law for the area of a spectrally positive Lévy ∝-stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse beta random variable and the square of a positive stable random variable. This simple identity makes it possible to study precisely the behaviour of the density at zero, which is Fréchet-like.\",\"PeriodicalId\":48996,\"journal\":{\"name\":\"Probability and Mathematical Statistics-Poland\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2014-09-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability and Mathematical Statistics-Poland\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.19195/0208-4147.38.1.2\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.19195/0208-4147.38.1.2","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
The area of a spectrally positive stable process stopped at zero
A multiplicative identity in law for the area of a spectrally positive Lévy ∝-stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse beta random variable and the square of a positive stable random variable. This simple identity makes it possible to study precisely the behaviour of the density at zero, which is Fréchet-like.
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PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.
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