Rashytov B. Limit theorems for general shot noise processes and iterated perturbed random walks

Українська версія

Thesis for the degree of Doctor of Philosophy (PhD)

State registration number

0822U101023

Applicant for

Specialization

  • 113 - Математика та статистика. Прикладна математика

10-11-2022

Specialized Academic Board

ДФ 26.001.344

Taras Shevchenko National University of Kyiv

Essay

The thesis is devoted to the analysis of general shot noise processes, perturbed random walk and iterated perturbed random walk on a general branching process tree. The general shot noise processes form a particular subclass of the class of random processes with immigration at random times, that describe various cumulative phenomena. By the general shot noise process we mean a shot noise process in which the counting process of shots is arbitrary locally finite. In the recent past, the number of publications have increased which investigated some particular general shot noise processes. It is this fact that attracted our attention to these processes.

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