Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154695 | Statistics & Probability Letters | 2014 | 12 Pages |
Abstract
This paper studies the tail behavior of the Poisson shot-noise processes with interdependent and heavy-tailed random shocks. In the presence of statistical dependence between the shock and its arrival time we establish the asymptotic behavior of the tail probability. Two examples are presented as illustrations of the main results as well.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiaohu Li, Jintang Wu,