Higher order approximations in arcsine laws for subordinators

Autor:	Sera, Toru
Rok vydání:	2024
Předmět:	Mathematics - Probability 60G51 60F05
Druh dokumentu:	Working Paper
Popis:	We establish higher order approximations in the Dynkin--Lamperti theorem, a limit theorem for the distribution of a killed subordinator immediately before its first passage time over a fixed level. For this purpose, we also study asymptotic expansions of potential densities for killed subordinators. Comment: 21 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2411.16376 Zobrazit plný text záznamu View this record from Arxiv