On the simulation of shot noise and some other random variables

DOI10.1016/0304-4149(78)90027-3zbMath0373.60053OpenAlexW2027638012MaRDI QIDQ1244745

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

Related Items (5)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Numerical evaluation of a solution of a special mixed-type differential- difference equation
• The Poisson process as renewal process
• Random difference equations occurring in one-compartment models
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• On secondary stochastic processes generated by recurrent processes
• Über die Wahrscheinlichkeitstheoretische Behandlung der Anodenstromschwankungen von Elektronenröhren
• The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis
• The Evaluation of Risky Investments with Random Timing of Cash Returns
• On Optimal Pollution Control Policies
• On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines
• Semi-Markov Processes of Multiplication with Drift
• A finite dam with exponential release
• On the Probability Distribution of a Filtered Random Telegraph Signal
• The Numerical Solution of Singular Volterra Integral Equations
• A Probabilistic Approach to a Differential-Difference Equation Arising in Analytic Number Theory
• On secondary processes generated by a Poisson process and their applications in physics
• On stochastic processes connected with certain physical recording apparatuses

This page was built for publication: On the simulation of shot noise and some other random variables