Higher order approximations in arcsine laws for subordinators
九州確率論セミナー
開催期間
2025.10.3(金)
16:30 ~ 18:00
16:30 ~ 18:00
場所
W1-D-725
講演者
世良 透 (大阪大学)
概要
We study higher order approximations in the Dynkin--Lamperti theorem, a limit theorem for the distribution of a subordinator immediately before its first passage time over a fixed level.
For this purpose, we also establish asymptotic expansions of potential densities for subordinators.