Renewal shot noise processes in the case of slowly varying tails
classification
🧮 math.PR
keywords
processescasenoiserenewalshotslowlytailsvarying
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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.
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