Higher order approximations in arcsine laws for subordinators

開催日時
2025/01/24 金 15:30 - 17:00
場所
3号館552号室
講演者
世良透
講演者所属
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.