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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

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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