Moment measures of heavy-tailed renewal point processes: asymptotics and applications

DOI10.1051/PS/2012010MaRDI QIDQ5408485zbMATH OpenOpenAlexFDO

Authors Clément Dombry, Ingemar Kaj

Publication date 10 April 2014

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2012010

zbMATH Keywords

fractional Brownian motionfractional Poisson motionheavy-tailsmoment measuresPoisson processrenewal process

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Renewal theory (60K05)

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