Abstract
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.
Citation
Tadashi Noda. "Asymptotic arc-sine laws for finite-dimensional interacting diffusions." Osaka J. Math. 44 (2) 335 - 350, June 2007.
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