ESAIM: Probability and Statistics

Table of Contents - Accepted Manuscripts  

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Regular article

Regular article

Moment measures of heavy-tailed renewal point processes: asymptotics and applications

Dr Clément Dombry a1 Clement.Dombry@math.univ-poitiers.fr and Dr Ingemar Kaja2

a1 Laboratoire LMA, Université de Poitiers Téléport 2, BP 30179 F-86962 Futuroscope-Chasseneuil cedex FRANCE

a2 Department of Mathematics Uppsala University Box 480 SE 751 06 Uppsala SWEDEN

(Revised February 21 2012)

(Accepted May 02 2012)

(Online publication June 11 2012)

Key Words:

  • heavy-tailed renewal process;
  • moment measures;
  • fractional Brownian motion;
  • fractional Poisson motion