Stationary limits of shot noise processes

DOI10.1090/TPMS/1112MaRDI QIDQ3386930zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\(\mathcal{L}_2\)-processesrenewal theoryshot noise processesstationary renewal processstationary stochastic 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

(16)

• Regular variation in the mean and stable limits for Poisson shot noise
• Functional limit theorems for a new class of non-stationary shot noise processes
• Shot noise, weak convergence and diffusion approximations
• Functional limit theorem without centering for general shot-noise processes
• Functional limit theorems for renewal shot noise processes with increasing response functions
• Weak convergence of renewal shot noise processes in the case of slowly varying normalization
• Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
• Stationary processes with piecewise monotonous trajectories
• scientific article; zbMATH DE number 4209218 (Why is no real title available?)
• On finiteness and continuity of shot noise processes
• scientific article; zbMATH DE number 30730 (Why is no real title available?)
• scientific article; zbMATH DE number 1995736 (Why is no real title available?)
• scientific article; zbMATH DE number 1516529 (Why is no real title available?)
• Limiting properties of Poisson shot noise processes
• Shot Noise Distributions and Selfdecomposability
• A functional limit theorem for general shot noise processes

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