Crossings of smooth shot noise processes
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Publication:1931317
DOI10.1214/11-AAP807zbMath1278.60073arXiv1211.5896MaRDI QIDQ1931317
Agnès Desolneux, Hermine Biermé
Publication date: 25 January 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.5896
characteristic function; Poisson process; stationary process; level crossings; shot noise; infinitely divisible process
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60E10: Characteristic functions; other transforms
60G17: Sample path properties
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