Limiting properties of Poisson shot noise processes

DOI10.1239/JAP/1091543433MaRDI QIDQ4668008zbMATH OpenOpenAlexFDO

Authors Yuanhui Xiao, Robert Lund, W. P. McCormick

Publication date 18 April 2005

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

Full work available at URL https://doi.org/10.1239/jap/1091543433

zbMATH Keywords

central limit theoremlaw of large numbersimpulse responsecompound Poisson process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• The central limit theorem for the Poisson shot-noise process
• Regular variation in the mean and stable limits for Poisson shot noise
• Stationary limits of shot noise processes
• Asymptotic analysis of Poisson shot noise processes, and applications
• Functional limit theorem without centering for general shot-noise processes

Cites work

• scientific article; zbMATH DE number 3174818 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1301890 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 939794 (Why is no real title available?)
• scientific article; zbMATH DE number 1865466 (Why is no real title available?)
• An analysis of cell membrane noise
• Dams in series with continuous release
• Extremes for shot noise processes with heavy tailed amplitudes
• FIRST-EXIT TIMES FOR POISSON SHOT NOISE
• High density shot noise and gaussianity
• Loud shot noise
• Normal convergence of multidimensional shot noise and rates of this convergence
• On generalized shot noise
• Prediction of shot noise
• Shot noise on cluster processes with cluster marks, and studies of long range dependence
• Storage processes with general release rule and additive inputs
• The Berry-Esseen bound for the Poisson shot-noise
• The central limit theorem for the Poisson shot-noise process

Cited in

(24)

• Large and moderate deviation principles of the sample mean of Poisson shot noise process
• Sample path large deviations for the multiplicative Poisson shot noise process with compensation
• Rediscoveries of a first passage time result for dams and shot noise
• Regularity of the laws of shot noise series and of related processes
• Stationary limits of shot noise processes
• The asymptotic behaviour of sample means of shot noise processes
• On generalized shock models for deteriorating systems
• On a new shot noise process and the induced survival model
• The central limit theorem for the Poisson shot-noise process
• Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
• The Berry-Esseen bound for the Poisson shot-noise
• Statistical estimation for a failure model with damage accumulation in a case of small samples
• Asymptotic analysis of Poisson shot noise processes, and applications
• Large deviations for multidimensional state-dependent shot-noise processes
• A dynamic bivariate common shock model with cumulative effect and its actuarial application
• Inference for shot noise
• Precise Large Deviations for the Actual Aggregate Loss Process
• On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
• Functional limit theorems for a new class of non-stationary shot noise processes
• Regular variation in the mean and stable limits for Poisson shot noise
• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications
• Functional limit theorems for shot noise processes with weakly dependent noises
• On some shock models with Poisson and generalized Poisson shock processes
• On convolution equivalence with applications

This page was built for publication: Limiting properties of Poisson shot noise processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4668008)