Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk

Brice Franke, Francoise Pene, Martin Wendler

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some α-stable law and let (ξ(i))_{i\in\Z} be a sequence of iid random variables. We wa…