Stationary limits of shot noise processes

DOI10.1090/TPMS/1112zbMATH Open1455.60120OpenAlexW3120410582MaRDI QIDQ3386930FDOQ3386930

Authors: G. K. Verovkin, Alexander Marynych 

Publication date: 8 January 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1112

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zbMATH Keywords

renewal theorystationary stochastic processesshot noise processesstationary renewal process\(\mathcal{L}_2\)-processesstochastic processes with immigration

Mathematics Subject Classification ID

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

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Cited In (15)

• Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
• On finiteness and continuity of shot noise processes
• Weak convergence of renewal shot noise processes in the case of slowly varying normalization
• Limit theorems for renewal shot noise processes with eventually decreasing response functions
• Stationary processes with piecewise monotonous trajectories
• Shot Noise Distributions and Selfdecomposability
• A functional limit theorem for general shot noise processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limiting properties of Poisson shot noise processes
• Functional limit theorems for renewal shot noise processes with increasing response functions
• Functional limit theorems for a new class of non-stationary shot noise processes
• Regular variation in the mean and stable limits for Poisson shot noise
• Functional limit theorem without centering for general shot-noise processes
• Shot noise, weak convergence and diffusion approximations

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