Functional limit theorems for renewal shot noise processes with increasing response functions
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Publication:2444631
DOI10.1016/j.spa.2013.01.019zbMath1302.60058arXiv1202.1950OpenAlexW2096681789MaRDI QIDQ2444631
Publication date: 10 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.1950
functional limit theoremrenewal shot noise processcontinuous mapping theorem\(M_1\) topologyspectrally negative stable processfractionally integrated (inverse) stable process
Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)
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