Functional CLT for the range of stable random walks

Wojciech Cygan, Nikola Sandrić, Stjepan Sebek

Research output: Working paperPreprint

Abstract

In this note, we establish a functional central limit theorem for the capacity of the
range for a class of α-stable random walks on the integer lattice Zd with d > 5α/2. Using similar methods, we also prove an analogous result for the cardinality of the range when d > 3α/2.
Original languageEnglish
Number of pages12
Publication statusPublished - 2019

Publication series

NamearXiv.org e-Print archive
PublisherCornell University Library

Keywords

  • The range of a random walk
  • Capacity
  • Functional central limit theorem

ASJC Scopus subject areas

  • General Mathematics

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