A functional limit theorem without centering for general shot noise processes
UDC 519.27 We define a general shot noise process as the convolution of a deterministic càdlàg function and a locally finite counting process concentrated on the nonnegative halfline. In this paper, we provide the sufficient conditions ensuring that a general shot noise process properly...
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| Date: | 2021 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2021
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6210 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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