Regular variation in the mean and stable limits for Poisson shot noise

DOI10.3150/bj/1065444814zbMath1044.60013OpenAlexW2032370704MaRDI QIDQ1433462

Claudia Klüppelberg, Anette Schärf, Thomas Mikosch

Publication date: 18 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1065444814

zbMATH Keywords

weak convergenceinfinitely divisible distributionstable processself-similar processPoisson random measuremultivariate regular variation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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