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

Research output: Contribution to journalReview articleContributedpeer-review

Contributors

  • Wojciech Cygan - , Institute of Mathematical Stochastics, TUD Dresden University of Technology, University of Wrocław (Author)
  • Nikola Sandrić - , University of Zagreb (Author)
  • Stjepan Šebek - , University of Zagreb (Author)

Abstract

In this article, we establish a central limit theorem for the capacity of the range process for a class of d-dimensional symmetric α-stable random walks with the index satisfying (Formula presented.). Our approach is based on controlling the limit behaviour of the variance of the capacity of the range process which then allows us to apply the Lindeberg–Feller theorem.

Details

Original languageEnglish
Pages (from-to)226-247
Number of pages22
JournalStochastics
Volume94
Issue number2
Publication statusPublished - 2022
Peer-reviewedYes

Keywords

Keywords

  • Capacity, central limit theorem, strong transience, the range of a random walk