Date
2025/01/24 Fri 15:30 - 17:00
Room
3号館552号室
Speaker
Toru Sera
Affiliation
Osaka University
Abstract
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.