Crossings of smooth shot noise processes

DOI10.1214/11-AAP807zbMath1278.60073arXiv1211.5896OpenAlexW3099258093MaRDI QIDQ1931317

Agnès Desolneux, Hermine Biermé

Publication date: 25 January 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5896

zbMATH Keywords

characteristic functionPoisson processstationary processlevel crossingsshot noiseinfinitely divisible process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Characteristic functions; other transforms (60E10) Sample path properties (60G17)

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