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Pregled bibliografske jedinice broj: 1077304

Functional CLT for the range of stable random walks


Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan
Functional CLT for the range of stable random walks // Bulletin of the Malaysian Mathematical Sciences Society, 44 (2021), 1371-1386 doi:10.1007/s40840-020-01019-1 (međunarodna recenzija, članak, znanstveni)


CROSBI ID: 1077304 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Functional CLT for the range of stable random walks

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

Izvornik
Bulletin of the Malaysian Mathematical Sciences Society (0126-6705) 44 (2021); 1371-1386

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

Ključne riječi
the range of a random walk, capacity, functional central limit theorem

Sažetak
In this note, we establish a functional central limit theorem for the capacity of the range for a class of alpha-stable random walks on the integer lattice Z^d with d/alpha > 5/2. Using similar methods, we also prove an analogous result for the cardinality of the range when d/alpha > 3/2.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
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
Functional CLT for the range of stable random walks // Bulletin of the Malaysian Mathematical Sciences Society, 44 (2021), 1371-1386 doi:10.1007/s40840-020-01019-1 (međunarodna recenzija, članak, znanstveni)
Cygan, W., Sandrić, N. & Šebek, S. (2021) Functional CLT for the range of stable random walks. Bulletin of the Malaysian Mathematical Sciences Society, 44, 1371-1386 doi:10.1007/s40840-020-01019-1.
@article{article, author = {Cygan, Wojciech and Sandri\'{c}, Nikola and \v{S}ebek, Stjepan}, year = {2021}, pages = {1371-1386}, DOI = {10.1007/s40840-020-01019-1}, keywords = {the range of a random walk, capacity, functional central limit theorem}, journal = {Bulletin of the Malaysian Mathematical Sciences Society}, doi = {10.1007/s40840-020-01019-1}, volume = {44}, issn = {0126-6705}, title = {Functional CLT for the range of stable random walks}, keyword = {the range of a random walk, capacity, functional central limit theorem} }
@article{article, author = {Cygan, Wojciech and Sandri\'{c}, Nikola and \v{S}ebek, Stjepan}, year = {2021}, pages = {1371-1386}, DOI = {10.1007/s40840-020-01019-1}, keywords = {the range of a random walk, capacity, functional central limit theorem}, journal = {Bulletin of the Malaysian Mathematical Sciences Society}, doi = {10.1007/s40840-020-01019-1}, volume = {44}, issn = {0126-6705}, title = {Functional CLT for the range of stable random walks}, keyword = {the range of a random walk, capacity, functional central limit theorem} }

Časopis indeksira:


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


Citati:





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