Windings of planar stable processes

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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Field Value
Source https://hal.science/hal-00679710
Author Doney, Ron A., Vakeroudis, Stavros
Maintainer CCSD
Last Updated May 29, 2026, 13:00 (UTC)
Created May 29, 2026, 13:00 (UTC)
Identifier hal-00679710
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of Mathematics [Manchester] (School of Mathematics) ; University of Manchester [Manchester]
creator Doney, Ron A.
date 2012-03-16T00:00:00
harvest_object_id 58e32289-beb9-46b8-9447-daf3e38caa10
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1203.3739
set_spec type:UNDEFINED