Article ID Journal Published Year Pages File Type
1153047 Statistics & Probability Letters 2010 10 Pages PDF
Abstract
In this note we provide a large deviation principle for Poisson shot noise processes under heavy tail semi-exponential conditions on the total shot per arrival. As in the light tail case, our result shows an insensitivity property of the model.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
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