On finiteness and continuity of shot noise processes

DOI10.1080/02331938508843094zbMath0598.60048OpenAlexW1969090737MaRDI QIDQ3732657

Volker Schmidt

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938508843094

zbMATH Keywords

regularity conditionsPalm distributioncontinuity theoremshot noisetime-stationary marked point process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

On the asymptotic uniform distribution of stochastic clearing processes ⋮ Functional limit theorems for a new class of non-stationary shot noise processes ⋮ Qualitative and asymptotic properties of stochastic integrals related to random marked point processes ⋮ A functional limit theorem for general shot noise processes ⋮ Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises

Cites Work

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• Stationary processes with piecewise monotonous trajectories
• A method for solving a class of recursive stochastic equations
• Sekundärgrößen unbegrenzt teilbarer Punktprozesse I
• Time and customer processes in queues with stationary inputs
• The definition of a multi-dimensional generalization of shot noise

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