Functional limit theorem without centering for general shot-noise processes
Define the shot-noise process \((X(t))_{t\geq0}\) by \(X(t)=\sum_{k\geq0}h(t-S_k)1_{\{S_k\leq t\}}\), where \(h\) is a real-valued, right continuous, deterministic function with finite left-hand limits, and \(S_0,S_1\ldots\) is a sequence of non-negative random variables satisfying \(\sum_{k\geq0}1_{\{S_k\leq t\}}<\infty\) almost surely for all \(t\). The main result of the present paper is a functional limit theorem giving conditions under which an appropriately normalized shot-noise process (without centering) converges weakly in the Skorokhod space. This is illustrated by considering its application to some particular underlying sequences of random variables, including random walks and renewal processes.
- A functional limit theorem for general shot noise processes
- Functional limit theorems for a new class of non-stationary shot noise processes
- Functional limit theorems for renewal shot noise processes with increasing response functions
- scientific article; zbMATH DE number 1995736
- Stationary limits of shot noise processes
- A bivariate stable characterization and domains of attraction
- A functional limit theorem for general shot noise processes
- Exponential rate of almost-sure convergence of intrinsic martingales in supercritical branching random walks
- Fractionally integrated inverse stable subordinators
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- Functional limit theorems for renewal shot noise processes with increasing response functions
- Functional limit theorems for shot noise processes with weakly dependent noises
- Heavy-Tail Phenomena
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Stationary limits of shot noise processes
- Stopped Random Walks
- Weak convergence of random processes with immigration at random times
- Functional limit theorems for a new class of non-stationary shot noise processes
- Shot noise, weak convergence and diffusion approximations
- Functional limit theorems for renewal shot noise processes with increasing response functions
- The asymptotic behaviour of sample means of shot noise processes
- Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
- General shot noise processes and functional convergence to stable processes
- Stationary limits of shot noise processes
- scientific article; zbMATH DE number 4157586 (Why is no real title available?)
- scientific article; zbMATH DE number 4100310 (Why is no real title available?)
- scientific article; zbMATH DE number 30730 (Why is no real title available?)
- scientific article; zbMATH DE number 1323396 (Why is no real title available?)
- scientific article; zbMATH DE number 1738340 (Why is no real title available?)
- Limiting properties of Poisson shot noise processes
- Extremal properties of shot noise processes
- scientific article; zbMATH DE number 1865466 (Why is no real title available?)
- A functional limit theorem for general shot noise processes
- Functional limit theorems for shot noise processes with weakly dependent noises
This page was built for publication: Functional limit theorem without centering for general shot-noise processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2234398)
