Global limit theorems on the convergence of multidimensional random walks to stable processes

DOI10.1142/S0219493715500240zbMath1316.60034arXiv1405.2487MaRDI QIDQ5255766

A. Agbor, Boris Vainberg, Stanislav Alekseevich Molchanov

Publication date: 19 June 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2487

zbMATH Keywords

large deviationsrandom walkstable processesheavy tailglobal asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Stable stochastic processes (60G52)

Related Items (7)

Multidimensional Watson lemma and its applications ⋮ Spectral Asymptotics of a Supercritical Branching Random Walk ⋮ Harmonic analysis of branching random walks with heavy tails ⋮ Intermittency for branching walks with heavy tails ⋮ Population Dynamics with Moderate Tails of the Underlying Random Walk ⋮ Heavy-tailed branching random walks on multidimensional lattices. A moment approach ⋮ Spectral analysis of non-local Schrödinger operators

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