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Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)



Stationary limits of renewal shot noise processes

G. K. Verovkin, A. V. Marynych

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Abstract: Assuming that the response function is square integrable and the step of the underlying random walk has finite variance we prove weak convergence of centered renewal shot noise processes to a stationary $\mathcal{L}_2$-process. We also establish some properties of the limiting stationary process.

Keywords:

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