Asymptotic behaviour of first passage time distributions for subordinators

DOI10.1214/EJP.v20-3879zbMath1333.60094arXiv1306.1503OpenAlexW2964212516MaRDI QIDQ894149

Víctor Manuel Rivero, Ronald Arthur Doney

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.1503

zbMATH Keywords

local limit theoremsfirst passage time distributionsubordinators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (3)

Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ First passage times of subordinators and urns

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