Renewal shot noise processes in the case of slowly varying tails

zbMath1374.60174arXiv1605.02659MaRDI QIDQ5271623

Zakhar Kabluchko, Alexander Marynych

Publication date: 11 July 2017

Full work available at URL: https://arxiv.org/abs/1605.02659

zbMATH Keywords

renewal theoryextremal processshot noise processrandom process with immigration

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Renewal theory (60K05)

Related Items (4)

Fractionally integrated inverse stable subordinators ⋮ A functional limit theorem for general shot noise processes ⋮ Stationary limits of shot noise processes ⋮ On the local time of a recurrent random walk on ℤ²

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