Asymptotic arc-sine laws for finite-dimensional interacting diffusions
Noda, Tadashi
Osaka J. Math., Tome 44 (2007) no. 1, p. 335-350 / Harvested from Project Euclid
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We consider finite-dimensional interacting diffusions which are defined by adding a linear drift term to independent one dimensional diffusions. For these processes we prove that the distribution of the occupation time at the first quadrant converges to a generalized arc-sine law.
Publié le : 2007-06-14
Classification:  65F05,  60J60 
@article{1183667984,
     author = {Noda, Tadashi},
     title = {Asymptotic arc-sine laws for finite-dimensional interacting diffusions},
     journal = {Osaka J. Math.},
     volume = {44},
     number = {1},
     year = {2007},
     pages = { 335-350},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1183667984}
}

Noda, Tadashi. Asymptotic arc-sine laws for finite-dimensional interacting diffusions. Osaka J. Math., Tome 44 (2007) no. 1, pp.  335-350. http://gdmltest.u-ga.fr/item/1183667984/