Large deviations related to Dynkin--Lamperti arcsine laws for last visit times of Markov processes

Takahiro Mori; Kei Noba; Toru Sera

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arXiv · 2511.06813

Large deviations related to Dynkin--Lamperti arcsine laws for last visit times of Markov processes

Takahiro Mori·Kei Noba·Toru Sera

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Abstract

We establish large deviation estimates related to the Dynkin--Lamperti arcsine laws for subordinators whose Laplace exponents are either regularly varying or comparable to regularly varying functions. By applying these results to inverse local times, we derive large deviation estimates for the last visit times to the starting point of various Hunt processes satisfying suitable on-diagonal resolvent density estimates, such as one-dimensional generalized diffusion processes, one-dimensional L\'evy processes, and Brownian motion and its subordinate process on the Sierpi\'nski gasket.

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Takahiro Mori, Kei Noba, Toru Sera. 2025-11-10. Large deviations related to Dynkin--Lamperti arcsine laws for last visit times of Markov processes. https://arxiv.org/abs/2511.06813

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