CLT for the capacity of the range of stable random walks
Probability
2021-04-20 v3
Abstract
In this article, we establish a central limit theorem for the capacity of the range process for a class of -dimensional symmetric -stable random walks with the index satisfying . 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.
Keywords
Cite
@article{arxiv.1904.05695,
title = {CLT for the capacity of the range of stable random walks},
author = {Wojciech Cygan and Nikola Sandrić and Stjepan Šebek},
journal= {arXiv preprint arXiv:1904.05695},
year = {2021}
}