Functional limit theorem without centering for general shot-noise processes

DOI10.1007/s11253-021-01917-yzbMath1492.60077OpenAlexW3203546811MaRDI QIDQ2234398

Aleksander M. Iksanov, B. Rashytov

Publication date: 19 October 2021

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-021-01917-y

zbMATH Keywords

weak convergencerandom walkrenewal processSkorokhod spaceshot-noise process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Weak convergence of random processes with immigration at random times
• A functional limit theorem for general shot noise processes
• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises
• Heavy-Tail Phenomena

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