Large deviation estimates related to arcsine laws for subordinators

Published 10 Nov 2025 in math.PR | (2511.06813v1)

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.

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Toru Sera

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