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Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone

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1.	Title	Title of document	Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
2.	Creator	Author's name, affiliation, country	Stavros Vakeroudis; Université Pierre et Marie Curie and University of Manchester; France
2.	Creator	Author's name, affiliation, country	Marc Yor; Université Pierre et Marie Curie and Institut Universitaire de France; France
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Bougerol's identity; infinite divisibility; Chebyshev polynomials; L\'{e}vy measure; Thorin measure; generalized Gamma convolution (GGC)
3.	Subject	Subject classification	60J65; 60E07
4.	Description	Abstract	With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2012-06-16
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/2090
10.	Identifier	Digital Object Identifier	10.1214/ECP.v17-2090
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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