Invariance principle for the capacity and the cardinality of the range of stable random walks

Abstract

We prove an almost sure invariance principle for the capacity and the cardinality of the range of a class of $\alpha$-stable random walks on the integer lattice ${\mathbb{Z}}^d$ with $d/\alpha >5/2$, and $d/\alpha >3/2$, respectively. As a direct consequence, we conclude Khintchine's and Chung's laws of the iterated logarithm for both processes.

arXiv commentAccepted for publication in Stochastic Processes and their Applications