English

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 dd-dimensional rotationally invariant α\alpha-stable process. As the main results, we establish a functional central limit theorem (in the case when d/α>3/2d/\alpha>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>9/5d/\alpha>9 /5).

Keywords

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 $d/\alpha>9/5.$

R2 v1 2026-06-23T13:23:09.341Z