Asymptotics of random processes with immigration. I: Scaling limits.

DOI10.3150/15-BEJ776zbMath1386.60122arXiv1405.0671OpenAlexW2964206931MaRDI QIDQ520698

Matthias Meiners, Alexander Marynych, Aleksander M. Iksanov

Publication date: 5 April 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0671

zbMATH Keywords

renewal theoryrandom process with immigrationshot noise processesweak convergence of finite-dimensional distributions

Mathematics Subject Classification ID

Sample path properties (60G17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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