Moment convergence of first-passage times in renewal theory (Q334018)

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scientific article; zbMATH DE number 6335113
  • Limit theorems for renewal shot noise processes with eventually decreasing response functions
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English
Moment convergence of first-passage times in renewal theory
scientific article; zbMATH DE number 6335113
  • Limit theorems for renewal shot noise processes with eventually decreasing response functions

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Moment convergence of first-passage times in renewal theory (English)
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Limit theorems for renewal shot noise processes with eventually decreasing response functions (English)
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31 October 2016
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28 August 2014
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renewal process
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moment convergence
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exponential moment
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power moment
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Lévy process
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subordinator
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renewal shot noise processes
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weak convergence
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finite-dimensional distributions
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fractionally integrated stable Lévy motion
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fractionally integrated inverse stable subordinator
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