Abstract

Let X be a real-valued Lévy process and A t the time spent on (0,∞) before time t. Suppose that 0 is not polar. We determine the distribution of ( T, A T ) where T is the first return time to 0 in the irregular case, and the inverse local time at 0 in the regular case. This generalizes a recent result of Fitzsimmons and Getoor (1995).

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