Large deviation estimates related to arcsine laws for subordinators
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866911257669402624 |
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| author | Sera, Toru |
| author_facet | Sera, Toru |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_06813 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large deviation estimates related to arcsine laws for subordinators Sera, Toru Probability Primary 60G51, Secondary 60F10 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. |
| title | Large deviation estimates related to arcsine laws for subordinators |
| topic | Probability Primary 60G51, Secondary 60F10 |
| url | https://arxiv.org/abs/2511.06813 |