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