A functional limit theorem for random processes with immigration in the case of heavy tails

DOI10.15559/17-VMSTA76zbMath1368.60036arXiv1707.00829MaRDI QIDQ2360592

Alexander Marynych, Glib Verovkin

Publication date: 4 July 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00829

zbMATH Keywords

immigrationfunctional limit theoremrandom processshot noise processfractionally integrated inverse stable subordinators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items (6)

Aggregation of network traffic and anisotropic scaling of random fields ⋮ Weak convergence of random processes with immigration at random times ⋮ Functional limit theorems for the number of busy servers in a G/G/∞ queue ⋮ Stationary limits of shot noise processes ⋮ Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime ⋮ On the local time of a recurrent random walk on ℤ²

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