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arxiv: 1405.2487 · v3 · pith:WETPHTVInew · submitted 2014-05-11 · 🧮 math.PR

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

classification 🧮 math.PR
keywords conditionsglobalrandomregularitywalksappropriateasymptoticbehavior
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Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition probability $p(t,0,x)$ is obtained. The examples indicate that the regularity conditions are essential.

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