Chaumont, L. A path transformation and its applications to fluctuation theory. (English) Zbl 0936.60040 J. Lond. Math. Soc., II. Ser. 59, No. 2, 729-741 (1999). The author introduces a certain transformation of finite real-valued sequences which preserves the law of chains with exchangeable increments. This transformation is the key to an extension of an identity in distribution due to S. C. Port [J. Math. Anal. Appl. 6, 109-151 (1963; Zbl 0114.34101)]. It is then generalized to continuous times, and several interesting consequences are given. Reviewer: J.Bertoin (Paris) Cited in 5 Documents MSC: 60G51 Processes with independent increments; Lévy processes Keywords:exchangeable increments; fluctuation theory Citations:Zbl 0114.34101 PDFBibTeX XMLCite \textit{L. Chaumont}, J. Lond. Math. Soc., II. Ser. 59, No. 2, 729--741 (1999; Zbl 0936.60040) Full Text: DOI