Stochastic processes and their applications, 2023-09, Vol.163, p.61-84
2023
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Details
- Autor(en) / Beteiligte
- Titel
- Invariance principle for the capacity and the cardinality of the range of stable random walks
- Ist Teil von
- Stochastic processes and their applications, 2023-09, Vol.163, p.61-84
- Ort / Verlag
- Elsevier B.V
- Erscheinungsjahr
- 2023
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- We prove an almost sure invariance principle for the capacity and the cardinality of the range of a class of α-stable random walks on the integer lattice Zd with d/α>5/2, and d/α>3/2, respectively. As a direct consequence, we conclude Khintchine’s and Chung’s laws of the iterated logarithm for both processes.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0304-4149eISSN: 1879-209XDOI: 10.1016/j.spa.2023.05.012Titel-ID: cdi_crossref_primary_10_1016_j_spa_2023_05_012
- Format
- –
- Schlagworte
- An almost sure invariance principle, Capacity, Law of the iterated logarithm, Range of a random walk