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

DOI10.1080/17442508.2021.1920941MaRDI QIDQ5086904zbMATH OpenOpenAlexFDO

Authors Wojciech Cygan, Nikola Sandrić, Stjepan Šebek

Publication date 8 July 2022

Published in Stochastics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

Recommendations

• Functional CLT for the range of stable random walks
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• Capacity of the range in dimension 5
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Cited in

(12)

• Capacity of the range in dimension 5
• Statistical properties of sites visited by independent random walks
• Invariance principle for the capacity and the cardinality of the range of stable random walks
• Two observations on the capacity of the range of simple random walks on \(\mathbb{Z} ^3\) and \(\mathbb{Z} ^4\)
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