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More specifically, let \\(g:\\mathbb{R}_+\\to\\mathbb{R}\\) be a continuously differentiable function with \\(g'(u)= O(u^{-(1/2)-\\varepsilon)}\\) \\((\\varepsilon> 0)\\). Define stochastic processes \\((X_i)= (X_i(t))_{t\\geq 0}\\) by \\(X_i(u)= g(u)Y_i\\) \\((u\\geq 0)\\), \\(X_i(u)= 0\\) \\((u< 0),\\) where the \\(Y_i\\) are i.i.d. innovations with \\(EY_1= 0\\) and \\(EY_1^2\\in(0,\\infty)\\). Let \\(N\\) be a two-sided homogeneous Poisson process with rate \\(\\alpha> 0\\) and \\(\\cdots< T_{-2}< T_{-1}< 0< T_1< T_2\\cdots\\) be random points. We assume that the \\(X_i\\) are independent of \\(N\\) and \\(\\{T_i\\}\\). Consider a shot noise model \\((S(t))_{t\\geq0}\\) defined by  \\[ S(t)= \\sum^{N(t)}_{i=1} X_i(t- T_i)+ \\sum^{-\\infty}_{i=-1} \\{X_i(t- T_i)- X_i(- T_i)\\}\\quad (t\\geq 0),\\quad S(0)= 0 \\]  and put \\(S_x(t)= S(xt)/\\sqrt{\\text{Var}(S(t))}\\). 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