Invariance principle for the capacity and the cardinality of the range of stable random walks

DOI10.1016/j.spa.2023.05.012zbMath1520.60023arXiv1910.09831OpenAlexW4379618404MaRDI QIDQ6171644

Wojciech Cygan, Stjepan Šebek, Nikola Sandrić

Publication date: 14 August 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.09831

zbMATH Keywords

capacitylaw of the iterated logarithman almost sure invariance principlerange 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) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Moments of the last exit times
• The Law of the Iterated Logarithm for the Range of Random Walk
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