A functional limit theorem for general shot noise processes
From MaRDI portal
Publication:5109502
DOI10.1017/jpr.2019.95zbMath1434.60106arXiv1906.00465OpenAlexW2946835867MaRDI QIDQ5109502
B. Rashytov, Aleksander M. Iksanov
Publication date: 12 May 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.00465
Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (5)
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations ⋮ Weak convergence of random processes with immigration at random times ⋮ Functional limit theorem without centering for general shot-noise processes ⋮ On intermediate levels of nested occupancy scheme in random environment generated by stick-breaking I ⋮ Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limit theorems for an infinite-server queuing system
- Weak convergence of renewal shot noise processes in the case of slowly varying normalization
- Moment convergence of first-passage times in renewal theory
- Fractionally integrated inverse stable subordinators
- Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
- Asymptotics of random processes with immigration. I: Scaling limits.
- Asymptotics of random processes with immigration. II: Convergence to stationarity.
- Age and residual lifetime distributions for branching processes
- The collision spectrum of \(\Lambda\)-coalescents
- Functional limit theorems for a new class of non-stationary shot noise processes
- A functional limit theorem for the profile of random recursive trees
- Limit behavior of a critical branching process with immigration
- Functional limit theorems for renewal shot noise processes with increasing response functions
- Renewal Theory for Perturbed Random Walks and Similar Processes
- A Generalization of the Erdős–Turán Law for the Order of Random Permutation
- Stopped Random Walks
- On finiteness and continuity of shot noise processes
- On generalized shot noise
- Infinite-server queues with Hawkes input
- Functional limit theorems for the number of busy servers in a G/G/∞ queue
- Long-Memory Processes
- Weak convergence of random processes with immigration at random times
- Queues Driven by Hawkes Processes
- Weak Convergence of Finite-Dimensional Distributions of the Number of Empty Boxes in the Bernoulli Sieve
- Renewal shot noise processes in the case of slowly varying tails
- Asymptotic properties of stationary point processes with generalized clusters
- The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
- Maxima of sums of random variables and suprema of stable processes
This page was built for publication: A functional limit theorem for general shot noise processes
