Pregled bibliografske jedinice broj: 1102623
Limit theorems for a stable sausage
Limit theorems for a stable sausage // Stochastics and dynamics, 21 (2021), 7; 215004, 34 doi:10.1142/S0219493721500416 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1102623 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Limit theorems for a stable sausage
Autori
Cygan, Wojciech ; Sandrić, Nikola ; Šebek, Stjepan
Izvornik
Stochastics and dynamics (0219-4937) 21
(2021), 7;
215004, 34
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
functional central limit theorem ; law of the iterated logarithm , stable process ; stable sausage
Sažetak
In this article, we study fluctuations of the volume of a stable sausage defined via a d-dimensional rotationally invariant alpha-stable process. As the main results, we establish a functional central limit theorem (in the case when d/alpha > 3/2) with a standard one-dimensional Brownian motion in the limit, and Khintchine's and Chung's laws of the iterated logarithm (in the case when d/alpha > 9/5).
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
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
Citiraj ovu publikaciju:
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
