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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Bibliographic Details
Date:2021
Main Authors: Iksanov, A., Rashytov , B., Іксанов, О., Рашитов , Б.
Format: Article
Language:Ukrainian
Published: Institute of Mathematics, NAS of Ukraine 2021
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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Ukrains’kyi Matematychnyi Zhurnal