Abstract
We derive the asymptotic laws of winding numbers for planar isotropic stable Lévy processes and walks of index $\alpha\subset (0,2)$
Citation
Jean Bertoin. Wendelin Werner. "Stable windings." Ann. Probab. 24 (3) 1269 - 1279, July 1996. https://doi.org/10.1214/aop/1065725181
Information
Published: July 1996
First available in Project Euclid: 9 October 2003
zbMATH: 0867.60045
MathSciNet: MR1411494
Digital Object Identifier: 10.1214/aop/1065725181
Subjects:
Primary:
60G18
,
60J15
,
60J30
Keywords:
Stable processes
,
stable walks
,
windings
Rights: Copyright © 1996 Institute of Mathematical Statistics