Functional limit theorems for a new class of non-stationary shot noise processes

DOI10.1016/j.spa.2017.05.008zbMath1380.60041OpenAlexW2707495295MaRDI QIDQ1688617

Yuhang Zhou, Guodong Pang

Publication date: 11 January 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2017.05.008

zbMATH Keywords

weak convergencefunctional central limit theoremmaximal inequalitiesfunctional weak law of large numbersnon-stationarityshot noise processesGaussian limitcriterion of existence in the space \(\mathbb{D}\)Skorohod \(j_1\) topology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Weak convergence of random processes with immigration at random times ⋮ A functional limit theorem for general shot noise processes ⋮ Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises ⋮ Scaling limits for a random boxes model ⋮ Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime ⋮ Shot noise, weak convergence and diffusion approximations ⋮ Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime

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