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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
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
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