Large deviation estimates related to arcsine laws for subordinators
Probability
2025-11-11 v1
Abstract
We establish large deviation estimates related to the Dynkin--Lamperti theorem, which is a distributional limit theorem for the position of a subordinator immediately before it crosses a fixed level. Our approach relies on the theory of regular variation and the method of the double Laplace transform.
Cite
@article{arxiv.2511.06813,
title = {Large deviation estimates related to arcsine laws for subordinators},
author = {Toru Sera},
journal= {arXiv preprint arXiv:2511.06813},
year = {2025}
}
Comments
7 pages