Regular variation in the mean and stable limits for Poisson shot noise (Q1433462)

From MaRDI portal
Revision as of 18:10, 11 February 2024 by RedirectionBot (talk | contribs) (‎Removed claims)
scientific article
Language Label Description Also known as
English
Regular variation in the mean and stable limits for Poisson shot noise
scientific article

    Statements

    Regular variation in the mean and stable limits for Poisson shot noise (English)
    0 references
    0 references
    0 references
    0 references
    18 June 2004
    0 references
    The authors study the limiting behaviour of Poisson shot noise when the limits are infinite-variance stable processes. In this context a sufficient condition for this convergence turns up which is closely related to multivariate regular variation. The authors also show that the latter condition is necessary and sufficient for the weak convergence of the point processes constructed from the normalized noise sequence and also for the weak convergence of its extremes.
    0 references
    Poisson random measure
    0 references
    infinitely divisible distribution
    0 references
    multivariate regular variation
    0 references
    self-similar process
    0 references
    stable process
    0 references
    weak convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references