We recover in part a recent result of Hamana and Matsumoto  on the asymptotic behaviors for tail probabilities of first hitting times of Bessel process. Our proof is based on a weak convergence argument. The same reasoning enables us to derive the asymptotic behaviors for the tail probability of the time at which the global infirmim of Bessel process is attained, and for expected values relative to local infima. In addition, we give another proof of the result of  with improvement of error estimates, which complements in the case of noninteger dimensions the asymptotic formulae by van den Berg  for first hitting times of multidimensional Brownian motion.
|Number of pages||24|
|Journal||Markov Processes and Related Fields|
|Publication status||Published - 2015|
- Bessel process
- Tail probability
- Weak convergence