Limit theorems for a stable sausage

DOI10.1142/S0219493721500416zbMATH Open1479.60047arXiv2001.10453OpenAlexW3123384933MaRDI QIDQ3384677FDOQ3384677

Authors: Wojciech Cygan, Nikola Sandrić, Stjepan Šebek 

Publication date: 17 December 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: 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 $d/alpha>9/5$).

Full work available at URL: https://arxiv.org/abs/2001.10453

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zbMATH Keywords

functional central limit theoremlaw of the iterated logarithmstable processstable sausage

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

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