A functional limit theorem for general shot noise processes

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

zbMATH Keywords

weak convergenceHölder continuitySkorokhod spaceshot noise process

Mathematics Subject Classification ID

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

• longmemo

Cites Work

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