Functional limit theorems for renewal shot noise processes with increasing response functions
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Publication:2444631
DOI10.1016/j.spa.2013.01.019zbMath1302.60058arXiv1202.1950MaRDI QIDQ2444631
Publication date: 10 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.1950
functional limit theorem; renewal shot noise process; continuous mapping theorem; \(M_1\) topology; spectrally negative stable process; fractionally integrated (inverse) stable process
60G22: Fractional processes, including fractional Brownian motion
60G52: Stable stochastic processes
60F17: Functional limit theorems; invariance principles
60K05: Renewal theory
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