Limit theorems for a stable sausage
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
In this paper, we study fluctuations of the volume of a stable sausage defined via a d-dimensional rotationally invariant α-stable process. As the main results, we establish a functional central limit theorem (in the case when d/α > 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/α > 9/5).
Details
Originalsprache | Englisch |
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Aufsatznummer | 2150041 |
Fachzeitschrift | Stochastics and Dynamics |
Jahrgang | 21 |
Ausgabenummer | 7 |
Publikationsstatus | Veröffentlicht - 1 Nov. 2021 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Functional central limit theorem, law of the iterated logarithm, stable process, stable sausage