Year: 2026
Type: preprint
Abstract: This paper is devoted to unifying the uniform local large-deviation asymptotics for a centered Lévy process $X$ with subexponential jumps. Our results assert that for any $θ,δ_0>0$ and $K\geq0$, $$\lim_{t\to\infty}\sup_{x\geqθt}\sup_{|y|\leq Kb(x)}\sup_{δ\in[δ_0,\infty]}\sup_{0
Source: arXiv (Cornell University)
Institutions: Nankai University, Beijing Institute of Technology
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Award: G672148494
OpenAlex ID: W7202378733