## The Annals of Probability

- Ann. Probab.
- Volume 19, Number 2 (1991), 650-705.

### The Range of Stable Random Walks

Jean-Francois Le Gall and Jay Rosen

#### Abstract

Limit theorems are proved for the range of $d$-dimensional random walks in the domain of attraction of a stable process of index $\beta$. The range $R_n$ is the number of distinct sites of $\mathbb{Z}^d$ visited by the random walk before time $n$. Our results depend on the value of the ratio $\beta/d$. The most interesting results are obtained for $2/3 < \beta/d \leq 1$. The law of large numbers then holds for $R_n$, that is, the sequence $R_n/E(R_n)$ converges toward some constant and we prove the convergence in distribution of the sequence $(\operatorname{var} R_n)^{-1/2}(R_n - E(R_n))$ toward a renormalized self-intersection local time of the limiting stable process. For $\beta/d \leq 2/3$, a central limit theorem is also shown to hold for $R_n$, but, in contrast with the previous case, the limiting law is normal. When $\beta/d > 1$, which can only occur if $d = 1$, we prove the convergence in distribution of $R_n/E(R_n)$ toward some constant times the Lebesgue measure of the range of the limiting stable process. Some of our results require regularity assumptions on the characteristic function of $X$.

#### Article information

**Source**

Ann. Probab., Volume 19, Number 2 (1991), 650-705.

**Dates**

First available in Project Euclid: 19 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aop/1176990446

**Digital Object Identifier**

doi:10.1214/aop/1176990446

**Mathematical Reviews number (MathSciNet)**

MR1106281

**Zentralblatt MATH identifier**

0729.60066

**JSTOR**

links.jstor.org

**Subjects**

Primary: 60J15

Secondary: 60F05: Central limit and other weak theorems 60E07: Infinitely divisible distributions; stable distributions 60E10: Characteristic functions; other transforms 60F17: Functional limit theorems; invariance principles 60G50: Sums of independent random variables; random walks 60J55: Local time and additive functionals

**Keywords**

Range of random walk law of large numbers central limit theorem stable processes domain of attraction asymptotic distribution of hitting times intersection local times

#### Citation

Gall, Jean-Francois Le; Rosen, Jay. The Range of Stable Random Walks. Ann. Probab. 19 (1991), no. 2, 650--705. doi:10.1214/aop/1176990446. https://projecteuclid.org/euclid.aop/1176990446