Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions

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

zbMATH Keywords

large deviationsheavy tail distributionsPoisson shot noise processessemi-exponential distributions

Mathematics Subject Classification ID

Large deviations (60F10)

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

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