CLT for the capacity of the range of stable random walks (CROSBI ID 293763)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Cygan, Wojciech ; Sandrić, Nikola ; Šebek, Stjepan
engleski
CLT for the capacity of the range of stable random walks
In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d /\alpha> 5 /2$. Our approach is based on controlling the limit behavior of the variance of the capacity of the range process which then allows us to apply the Lindeberg-Feller theorem.
capacity ; central limit theorem ; strong transience ; the range of a random walk
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Podaci o izdanju
94 (2)
2022.
226-247
objavljeno
1744-2508
1744-2516
10.1080/17442508.2021.1920941