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A scaling proof for Walsh's Brownian motion extended arc-sine law.

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	A scaling proof for Walsh's Brownian motion extended arc-sine law.
2.	Creator	Author's name, affiliation, country	Stavros Vakeroudis; Université Libre de Bruxelles (ULB); Belgium
2.	Creator	Author's name, affiliation, country	Marc Yor; Université Pierre et Marie Curie (UPMC) - Paris VI and Institut Universitaire de France (IUF); France
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Arc-sine law, Brownian spider, Skew Bessel process, Stable variables, Subordinators, Walsh Brownian motion.
3.	Subject	Subject classification	Primary: 60J60, 60J65; secondary: 60J70, 60G52.
4.	Description	Abstract	We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams, in the 1- dimensional Brownian case, which can be generalized to the multivariate case. A discussion concerning the time spent positive by a skew Bessel process is also presented.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2012-12-31
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/2319
10.	Identifier	Digital Object Identifier	10.1214/ECP.v17-2319
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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