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math.PR2026
Uniform Local Asymptotics for Lévy Processes with Subexponential Jumps
Hao Wu, Wei Xu
This paper is devoted to unifying the uniform local large-deviation asymptotics for a centered Lévy process with subexponential jumps. Our results assert that for any …
math.PR2025
Large Excursions of Reflected Lévy Processes: Asymptotic Shapes
Zhi-Hao Cui, Hao Wu, Wei Xu
This paper primarily investigates the geometric properties of excursions of Lévy processes reflected at the past infimum with long lifetime or large height. For an oscillating proc…