{
  "id": "1201.2716",
  "version": "v2",
  "published": "2012-01-13T00:43:16.000Z",
  "updated": "2013-12-11T09:22:14.000Z",
  "title": "Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion",
  "authors": [
    "Stavros Vakeroudis",
    "Marc Yor"
  ],
  "comment": "Published in at http://dx.doi.org/10.3150/12-BEJ438 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)",
  "journal": "Bernoulli 2013, Vol. 19, No. 5A, 2000-2009",
  "doi": "10.3150/12-BEJ438",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We obtain some integrability properties and some limit theorems for the exit time from a cone of a planar Brownian motion, and we check that our computations are correct via Bougerol's identity.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-12-11T09:22:14.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "planar brownian motion",
      "limit theorems",
      "exit time",
      "integrability properties",
      "bougerols identity"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1201.2716V"
    }
  }
}