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math.PR2012★ 1 cited
Limit theorems for renewal shot noise processes with decreasing response functions
A. Iksanov, A. Marynych, M. Meiners
We consider shot noise processes with deterministic response function and the shots occurring at the renewal epochs of a zero-delay…
math.PR2012
Moment convergence of first-passage times in renewal theory
Alexander Iksanov, Alexander Marynych, Matthias Meiners
Let be independent copies of a positive random variable , , and , . Define $N(t) = \inf\{k \in \mathbb{N}: S_…