Central limit theorem for the capacity of the range of stable random walks

DOI10.1080/17442508.2021.1920941zbMATH Open1504.60034arXiv1904.05695OpenAlexW3159940244MaRDI QIDQ5086904FDOQ5086904

Authors: Wojciech Cygan, Nikola Sandrić, Stjepan Šebek 

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $alpha$-stable random walks with the index satisfying $d>5alpha/2$. Our approach is based on controlling the limit behavior of the variance of the capacity of the range process which then allows us to apply the Lindeberg-Feller theorem.

Full work available at URL: https://arxiv.org/abs/1904.05695

Recommendations

• Functional CLT for the range of stable random walks
• Capacity of the range of random walk on \(\mathbb {Z}^d\)
• Capacity of the range in dimension 5
• Deviations for the capacity of the range of a random walk
• Capacity of the range of random walk on \(\mathbb{Z}^{4}\)

zbMATH Keywords

central limit theoremcapacitystrong transiencethe range of a random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

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Cited In (12)

• Statistical properties of sites visited by independent random walks
• Capacity of the range of random walk on \(\mathbb {Z}^d\)
• Title not available (Why is that?)
• Functional CLT for the range of stable random walks
• Capacity of the range in dimension 5
• Deviations for the capacity of the range of a random walk
• Capacity of the range of random walk on \(\mathbb{Z}^{4}\)
• Invariance principle for the capacity and the cardinality of the range of stable random walks
• Capacity of the range of random walk: the law of the iterated logarithm
• Two observations on the capacity of the range of simple random walks on \(\mathbb{Z} ^3\) and \(\mathbb{Z} ^4\)
• Carne-Varopoulos bounds for centered random walks
• Asymptotic capacity of the range of random walks on free products of graphs

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