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arXiv · 2411.16376

Higher order approximations in arcsine laws for subordinators

Toru Sera
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Abstract

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.

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Toru Sera. 2024-11-25. Higher order approximations in arcsine laws for subordinators. https://arxiv.org/abs/2411.16376

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