Nonconstancy conjecture for the stable-domain-of-attraction coefficient

Let Λ>1\Lambda>1 and let α(0,2)\alpha\in(0,2). For each θ>0\theta>0, let cθc_\theta denote the coefficient defined in Proposition corresponding to the asymptotics of the characteristic function of ZZ. Nonconstancy conjecture. For every Λ>1\Lambda>1 and α(0,2)\alpha\in(0,2), there exist θ1,θ2>0\theta_1,\theta_2>0 such that

cθ1cθ2.c_{\theta_1}\ne c_{\theta_2}.

This would show that θcθ\theta\mapsto c_\theta is not constant and, by the cited proposition, would establish that ZZ is not in the domain of attraction of a stable random variable. The statement is presented as something the authors believe, and no resolution is supplied here.

Sources & referencesView supporting material

Primary source

Alessandra Bianchi, Marco Lenci and Françoise Pène, “Limit theorems and lack thereof for a multilayer random walk mimicking human mobility”, arXiv:2503.01503 (2025).

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