Higher order approximations in arcsine laws for subordinators
Probability
2024-11-26 v1
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.
Keywords
Cite
@article{arxiv.2411.16376,
title = {Higher order approximations in arcsine laws for subordinators},
author = {Toru Sera},
journal= {arXiv preprint arXiv:2411.16376},
year = {2024}
}
Comments
21 pages