Higher order approximations in arcsine laws for subordinators

Published 25 Nov 2024 in math.PR | (2411.16376v1)

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

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