Session S04 - Random Walks and Related Topics

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Quantifying Central Limit Theorems for Heavy-Tailed Random Walks

Medeiros Chiarini

IMPA, Brazil   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

The central limit theorem (CLT) is one of the most important results in probability theory. Therefore, it is not surprising that its quantitative estimates are of interest. In this talk we discuss how to obtain such estimates when the underlying random variables do not fall in the classical CLT, but instead in the stable setting. Moreover, we will discuss how to obtain its respective potential kernel estimates. The discussion will be carried in dimension one and follows from an expansion of the law of the random walk in terms of a collection of stable processes.

Joint work with Milton Jara (IMPA, Brazil) and Wioletta Ruszel (Utrecht University, Netherlands).

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