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A note on functional non-central limit theorem for periodic regime-switching stable-like processes

  • Nikola Sandrić
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Abstract

In this paper, we establish a functional non-central limit theorem for regime-switching stable-like processes with periodic coefficients. Our approach relies on stochastic analysis methods, in particular semimartingale characteristics, combined with the ergodic theory of Markov processes. If the set on which the order function achieves its minimum value underlineα has positive Lebesgue measure, then the limit is a rotationally invariant underlineα-stable Lévy process. Otherwise, the limit is the zero process.

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Cite

BibTeXRIS
BibTeX
@misc{sandric2026note,
  title = {{A note on functional non-central limit theorem for periodic regime-switching stable-like processes}},
  author = {Nikola Sandrić},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.30342},
  eprint = {2610.30342},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.30342},
}
RIS
TY  - UNPB
TI  - A note on functional non-central limit theorem for periodic regime-switching stable-like processes
AU  - Nikola Sandrić
PY  - 2026
DA  - 2026/10/21
PB  - arXiv
DO  - 10.48550/arxiv.2610.30342
UR  - https://arxiv.org/abs/2610.30342
AB  - In this paper, we establish a functional non-central limit theorem for regime-switching stable-like processes with periodic coefficients. Our approach relies on stochastic analysis methods, in particular semimartingale characteristics, combined with the ergodic theory of Markov processes. If the set on which the order function achieves its minimum value underlineα has positive Lebesgue measure, then the limit is a rotationally invariant underlineα-stable Lévy process. Otherwise, the limit is the zero process.
ER  -