Sample path moderate deviations for shot noise processes in the high intensity regime
From MaRDI portal
Publication:6615479
DOI10.1016/j.spa.2024.104432MaRDI QIDQ6615479
Guodong Pang, Sumith Reddy Anugu
Publication date: 8 October 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
shot noise processrenewal arrival processnon-stationary noise distributionsample path moderate deviations principle
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moment convergence of first-passage times in renewal theory
- Asymptotics of random processes with immigration. I: Scaling limits.
- Asymptotics of random processes with immigration. II: Convergence to stationarity.
- Two-parameter process limits for an infinite-server queue with arrival dependent service times
- Moderate deviation principles for stochastic differential equations with jumps
- 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
- Large deviations behavior of counting processes and their inverses
- Functional large deviation principles for first-passage-time processes
- Regular variation in the mean and stable limits for Poisson shot noise
- Functional limit theorems for a new class of non-stationary shot noise processes
- Networks of \(\cdot /\mathrm{G}/\infty \) queues with shot-noise-driven arrival intensities
- Explosive Poisson shot noise processes with applications to risk reserves
- Crossings of smooth shot noise processes
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Shot-noise queueing models
- Large and moderate deviations for stochastic Volterra systems
- On large deviation principles for compound renewal processes
- Moderate deviation principles for weakly interacting particle systems
- Functional limit theorems for renewal shot noise processes with increasing response functions
- Simulating the ruin probability of risk processes with delay in claim settlement
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- Weak convergence of compound stochastic process. I
- Large deviations for multidimensional state-dependent shot-noise processes
- Two-parameter Sample Path Large Deviations for Infinite Server Queues
- On Large Deviations for Small Noise Itô Processes
- Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions
- Empirical Processes with Applications to Statistics
- Normal convergence of multidimensional shot noise and rates of this convergence
- Inequalities for the M/G/∞ queue and related shot noise processes
- Storage processes with general release rule and additive inputs
- Moderate Deviations for I.I.D. Random Variables
- Moderate deviations for systems of slow-fast diffusions
- The stability of storage models with shot noise input
- Large deviations of semimartingales via convergence of the predictable characteristics
- Analysis and Approximation of Rare Events
- Lundberg parameters for non standard risk processes
- High density shot noise and gaussianity
- Mathematical Analysis of Random Noise
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
- Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
This page was built for publication: Sample path moderate deviations for shot noise processes in the high intensity regime