Functional CLT for the range of stable random walks
Probability
2020-09-16 v3
Abstract
In this note, we establish a functional central limit theorem for the capacity of the range for a class of -stable random walks on the integer lattice with . Using similar methods, we also prove an analogous result for the cardinality of the range when .
Keywords
Cite
@article{arxiv.1908.07872,
title = {Functional CLT for the range of stable random walks},
author = {Wojciech Cygan and Nikola Sandrić and Stjepan Šebek},
journal= {arXiv preprint arXiv:1908.07872},
year = {2020}
}