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Limit theorems for a stable sausage
Stochastics and Dynamics ( IF 0.8 ) Pub Date : 2021-01-20 , DOI: 10.1142/s0219493721500416
Wojciech Cygan 1, 2 , Nikola Sandrić 3 , Stjepan Šebek 4, 5
Affiliation  

In this paper, we study fluctuations of the volume of a stable sausage defined via a d-dimensional rotationally invariant α-stable process. As the main results, we establish a functional central limit theorem (in the case when d/α > 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 > 9/5).

中文翻译:

稳定香肠的极限定理

在本文中,我们研究了通过定义的稳定香肠的体积波动d维旋转不变α- 稳定的过程。作为主要结果,我们建立了一个功能中心极限定理(在d/α > 3/2)在极限内具有标准的一维布朗运动,以及 Khintchine 和 Chung 的迭代对数定律(在这种情况下,当d/α > 9/5)。
更新日期:2021-01-20
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