Extremal properties of shot noise processes

DOI10.2307/1427633MaRDI QIDQ4730594zbMATH OpenOpenAlexFDO

Authors Tailen Hsing, J. L. Teugels

Publication date 1989

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427633

zbMATH Keywords

compound Poisson distributiondomain-of- attractionextremal propertiesmixing propertiesshot noise process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05) Special processes (60K99)

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Cited in

(26)

• Extremes of subexponential shot noise
• The law of the iterated logarithm for the solution of the Burgers equation with random initial data
• Functional limit theorems for renewal shot noise processes with increasing response functions
• Extremes of subexponential Lévy driven moving average processes
• On the perimeter of excursion sets of shot noise random fields
• FIRST-EXIT TIMES FOR POISSON SHOT NOISE
• Prediction in a Poisson cluster model
• Poisson bounds for moments of shot noise processes
• On finiteness and continuity of shot noise processes
• On the intensity of crossings by a shot noise process
• Extremes for shot noise processes with heavy tailed amplitudes
• scientific article; zbMATH DE number 1516529 (Why is no real title available?)
• Moments of renewal shot-noise processes and their applications
• Prediction in a Poisson cluster model with multiple cluster processes
• Moment generating function and applications of Poisson shot noise process
• Shot Noise Distributions and Selfdecomposability
• Extremes of Shot-Noise Fields in the Presence of Regularly Varying Tails
• Weak limit results for the extremes of a class of shot noise processes
• Prediction of shot noise
• Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
• On scaling limits of power law shot-noise fields
• Renewal shot noise processes in the case of slowly varying tails
• Extremes of regularly varying Lévy-driven mixed moving average processes
• Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
• A conversation with Jef Teugels
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence

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