Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
From MaRDI portal
Publication:984010
DOI10.1016/j.spl.2010.03.017zbMath1196.60041OpenAlexW2024145735MaRDI QIDQ984010
Giovanni Luca Torrisi, Gabriele Stabile
Publication date: 13 July 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.017
Related Items (8)
Non-central moderate deviations for compound fractional Poisson processes ⋮ Sample path large deviations for the multiplicative Poisson shot noise process with compensation ⋮ The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions ⋮ Modeling LEAST RECENTLY USED caches with Shot Noise request processes ⋮ Moderate deviations for a risk model based on the customer-arrival process ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions ⋮ Asymptotic analysis of Poisson shot noise processes, and applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sample path large deviations principles for Poisson shot noise processes, and applications
- Asymptotic results for perturbed risk processes with delayed claims
- Macroscopic models for long-range dependent network traffic
- Functional Erdős-Rényi laws for semiexponential random variables
- Explosive Poisson shot noise processes with applications to risk reserves
- Simulating the ruin probability of risk processes with delay in claim settlement
- Large Deviations of the Interference in a Wireless Communication Model
- An insensitivity property of Lundberg's estimate for delayed claims
- Delay in claim settlement and ruin probability approximations
- Lundberg parameters for non standard risk processes
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- Mathematical Analysis of Random Noise
This page was built for publication: Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions