Limit theorems for a stable sausage
Probability
2020-12-15 v2
Abstract
In this article, we study fluctuations of the volume of a stable sausage defined via a -dimensional rotationally invariant -stable process. As the main results, we establish a functional central limit theorem (in the case when ) 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 ).
Cite
@article{arxiv.2001.10453,
title = {Limit theorems for a stable sausage},
author = {Wojciech Cygan and Nikola Sandrić and Stjepan Šebek},
journal= {arXiv preprint arXiv:2001.10453},
year = {2020}
}
Comments
Due to a problem in the proof, almost sure invariance principle has been removed and the laws of the iterated logarithms are proved for the case when $d/\alpha>9/5.$