Moment convergence of first-passage times in renewal theory

DOI10.1016/j.spl.2016.07.019zbMath1350.60091arXiv1208.3964OpenAlexW2304995738MaRDI QIDQ334018

Matthias Meiners, Alexander Marynych, Aleksander M. Iksanov

Publication date: 31 October 2016

Published in: Stochastic Processes and their Applications, Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3964

zbMATH Keywords

weak convergencesubordinatorLévy processrenewal processpower momentrenewal shot noise processesmoment convergenceexponential momentfinite-dimensional distributionsfractionally integrated inverse stable subordinatorfractionally integrated stable Lévy motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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