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. (C) 2010 Elsevier B.V. All rights reserved.
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions / Stabile, Gabriele; Giovanni Luca, Torrisi. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 80:15-16(2010), pp. 1200-1209. [10.1016/j.spl.2010.03.017]
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
STABILE, Gabriele;
2010
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. (C) 2010 Elsevier B.V. All rights reserved.File allegati a questo prodotto
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