Large deviations for multidimensional state-dependent shot-noise processes

DOI10.1239/jap/1450802755zbMath1334.60028arXiv1407.6651OpenAlexW4235836080WikidataQ60110939 ScholiaQ60110939MaRDI QIDQ2794728

Pierre Nyquist, Amarjit Budhiraja

Publication date: 11 March 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6651

zbMATH Keywords

sample pathslarge deviationsvariational representationsPoisson random measurePoisson shot-noise processes

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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