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Pregled bibliografske jedinice broj: 1123446

CLT for the capacity of the range of stable random walks


Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan
CLT for the capacity of the range of stable random walks // Stochastics-An International Journal of Probability and Stochastic Processes, 94 (2022), 2; 226-247 doi:10.1080/17442508.2021.1920941 (međunarodna recenzija, članak, znanstveni)


CROSBI ID: 1123446 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
CLT for the capacity of the range of stable random walks

Autori
Cygan, Wojciech ; Sandrić, Nikola ; Šebek, Stjepan

Izvornik
Stochastics-An International Journal of Probability and Stochastic Processes (1744-2508) 94 (2022), 2; 226-247

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
capacity ; central limit theorem ; strong transience ; the range of a random walk

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
MZO-DAAD projekti 2019/2020 br.4 - Slučajna zamjena vremena i procesi sa skokovima (Sandrić, Nikola, MZO - Bilateralna suradnja Hrvatska - Njemačka DAAD 2019/2020) ( CroRIS)
HRZZ-UIP-2017-05-8958 - Stohastička stabilnost i teorija potencijala Markovljevih procesa (SSPTMP) (Sandrić, Nikola, HRZZ - 2017-05) ( CroRIS)
HRZZ-IP-2018-01-4197 - Stohastički procesi sa skokovima i nelokalni operatori (DISPNOLO) (Vondraček, Zoran, HRZZ - 2018-01) ( CroRIS)

Ustanove:
Fakultet elektrotehnike i računarstva, Zagreb,
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Nikola Sandrić (autor)

Avatar Url Stjepan Šebek (autor)

Citiraj ovu publikaciju:

Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan
CLT for the capacity of the range of stable random walks // Stochastics-An International Journal of Probability and Stochastic Processes, 94 (2022), 2; 226-247 doi:10.1080/17442508.2021.1920941 (međunarodna recenzija, članak, znanstveni)
Cygan, W., Sandrić, N. & Šebek, S. (2022) CLT for the capacity of the range of stable random walks. Stochastics-An International Journal of Probability and Stochastic Processes, 94 (2), 226-247 doi:10.1080/17442508.2021.1920941.
@article{article, author = {Cygan, Wojciech and Sandri\'{c}, Nikola and \v{S}ebek, Stjepan}, year = {2022}, pages = {226-247}, DOI = {10.1080/17442508.2021.1920941}, keywords = {capacity, central limit theorem, strong transience, the range of a random walk}, journal = {Stochastics-An International Journal of Probability and Stochastic Processes}, doi = {10.1080/17442508.2021.1920941}, volume = {94}, number = {2}, issn = {1744-2508}, title = {CLT for the capacity of the range of stable random walks}, keyword = {capacity, central limit theorem, strong transience, the range of a random walk} }
@article{article, author = {Cygan, Wojciech and Sandri\'{c}, Nikola and \v{S}ebek, Stjepan}, year = {2022}, pages = {226-247}, DOI = {10.1080/17442508.2021.1920941}, keywords = {capacity, central limit theorem, strong transience, the range of a random walk}, journal = {Stochastics-An International Journal of Probability and Stochastic Processes}, doi = {10.1080/17442508.2021.1920941}, volume = {94}, number = {2}, issn = {1744-2508}, title = {CLT for the capacity of the range of stable random walks}, keyword = {capacity, central limit theorem, strong transience, the range of a random walk} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus


Uključenost u ostale bibliografske baze podataka::


  • MathSciNet
  • Zentrallblatt für Mathematik/Mathematical Abstracts


Citati:





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