Poisson bounds for moments of shot noise processes

DOI10.1080/02331888508801853zbMath0575.60051OpenAlexW2068913456MaRDI QIDQ3694390

Volker Schmidt

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801853

zbMATH Keywords

marked point processPoisson boundsmonotonicity propertyshot noise processesmoment formulas

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (1)

Qualitative and asymptotic properties of stochastic integrals related to random marked point processes

Cites Work

• On secondary stochastic processes generated by recurrent processes
• Filtered renewal processes with a two-sided impact function
• A note on filtered Markov renewal processes
• On generalized shot noise
• Shot noise generated by a semi-Markov process
• Traffic noise as a filtered Markov renewal process
• The definition of a multi-dimensional generalization of shot noise
• The infinite server queue with semi-Markovian arrivals and negative exponential services
• On secondary processes generated by a Poisson process and their applications in physics

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