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arXiv · 1203.3739

Windings of planar stable processes

Ron A. Doney·Stavros Vakeroudis
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Abstract

Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index $\alpha\in(0,2)$. We also study the case $t\rightarrow0$ and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process.

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Ron A. Doney, Stavros Vakeroudis. 2012-03-16. Windings of planar stable processes. https://arxiv.org/abs/1203.3739

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