On the simulation of shot noise and some other random variables

DOI10.1016/0304-4149(78)90027-3zbMATH Open0373.60053OpenAlexW2027638012MaRDI QIDQ1244745FDOQ1244745

Authors: J. M. F. Chamayou 

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90027-3

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited In (5)

• Numerical evaluation of a solution of a special mixed-type differential- difference equation
• Random difference equations with logarithmic distribution and the triggered shot noise
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• Random difference equations: An asymptotical result
• Shot-noise queueing models

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