


























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.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。