Limit theorems for a stable sausage

DOI10.1142/S0219493721500416MaRDI QIDQ3384677zbMATH OpenOpenAlexFDO

Authors Wojciech Cygan, Nikola Sandrić, Stjepan Šebek

Publication date 17 December 2021

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

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

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)

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 $d/alpha>9/5$).

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