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· 2023

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Higher order approximations in arcsine laws for subordinators

math.PR · 2024-11-25 · accept · novelty 6.0

For subordinators whose Laplace exponents admit power expansions, the paper proves higher-order correction terms to the Dynkin-Lamperti arcsine law and matching expansions of potential densities.

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  • Higher order approximations in arcsine laws for subordinators math.PR · 2024-11-25 · accept · none · ref 4

    For subordinators whose Laplace exponents admit power expansions, the paper proves higher-order correction terms to the Dynkin-Lamperti arcsine law and matching expansions of potential densities.