Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders
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🧮 math.PR
keywords
besselgammaidentitiesoccupationsomespidersstablesubordinators
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We exhibit, in the form of some identities in law, some connections between tilted stable subordinators, time-changed by independent Gamma processes and the occupation times of Bessel spiders, or their bridges. These identities in law are then explained thanks to excursion theory.
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