On the invariance principle for integrals of the shot noise processes

zbMATH Open0988.60017MaRDI QIDQ2777837

Andrey B. Ilyenko

Publication date: 13 March 2002

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

invariance principleshot noise process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Numerical aspects of shot noise representation of infinitely divisible laws and related processes

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