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On the Limit Distribution of Integrals of Shot-Noise Processes

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Ukrainian Mathematical Journal Aims and scope

Abstract

We establish limit theorems for integrals of shot-noise processes and study the asymptotic behavior of the moments of integrals of this type.

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REFERENCES

  1. V. V. Buldygin and Yu. V. Kozachenko, Metric Characteristics of Random Variables and Processes [in Russian], TViMS, Kiev (1998).

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  2. A. B. Il'enko, “Asymptotic behavior of sample means of shot-noise processes,” Teor. Ver. Mat. Statist. (to appear).

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  4. G. M. Fikhtengol'ts, A Course of Differential and Integral Calculus [in Russian], Vol. 3, Nauka, Moscow (1966).

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Authors and Affiliations

  1. “Kiev Polytechnic Institute,”, Technical University, Kiev

    A. B. Il'enko

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  1. A. B. Il'enko
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Il'enko, A.B. On the Limit Distribution of Integrals of Shot-Noise Processes. Ukrainian Mathematical Journal 54, 64–75 (2002). https://doi.org/10.1023/A:1019741519340

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  • DOI: https://doi.org/10.1023/A:1019741519340

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