|
Renewal shot noise processes in the case of slowly varying tails
Zakhar Kabluchkoa, Alexander Marynychb a Institut für Mathematische Statistik, Westfälische Wilhelms-Universität Münster, Orléans–Ring 10, 48149 Münster, Germany
b Faculty of Cybernetics, Taras Shevchenko National University of Kyiv, 01601 Kyiv, Ukraine
Аннотация:
We investigate weak convergence of renewal shot noise processes in the case of slowly varying tails of the inter-shot times. We show that these processes, after an appropriate non-linear scaling, converge in the sense of finite-dimensional distributions to an inverse extremal process.
Ключевые слова:
Extremal process, random process with immigration, renewal theory, shot noise process.
Образец цитирования:
Zakhar Kabluchko, Alexander Marynych, “Renewal shot noise processes in the case of slowly varying tails”, Theory Stoch. Process., 21(37):2 (2016), 14–21
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp159 https://www.mathnet.ru/rus/thsp/v21/i2/p14
|
Статистика просмотров: |
Страница аннотации: | 122 | PDF полного текста: | 41 | Список литературы: | 25 |
|