Erratum to: J Theor Probab (2010) 23:1015–1038 DOI 10.1007/s10959-009-0239-1

The aim of this short note is to report a mistake in a power appearing in a Jacobian in [2, Lemma 3.3]. Notice that this result and mistake occurred earlier in [3, Lemma 7.3]. Indeed, the error comes from a wrong Jacobian computation: If \(z,w \in \mathbb C\) with \(z=x+iy\), \(w=s+it\) \((x,y,s,t\in \mathbb R)\) and \(k>0\) with \(z=kw\), then the Jacobian \(\displaystyle \left| \frac{D(x,y)}{D(s,t)}\right| \) equals \(k^2\) and not k (in brief, \(d^2z\) equals \(k^2 d^2 w\) and not \(k d^2w\)). The correct density of \(c_j\) is then \(\eta _{2(N-j)}\). Consequently, Theorem 4.1 and Corollary 4.2 of [2] are invalidated.

The previous mistake is also reported in the remark at the beginning of Section 4.2 of [1].