Asymptotic analysis of Poisson shot noise processes, and applications
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- Type
- preprint
- Published
- 2021-08-04
- Cited by
- 5
- References
- 40
- Access
- Open access
- OpenAlex
- https://openalex.org/W3187775112
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:236912675
Keywords
Shot noise, Poisson distribution, Point process, Compound Poisson process, Statistical physics
References
- Macroscopic models for long-range dependent network traffic
- Epidemics and Rumours in Complex Networks
- Stochastic Geometry and Wireless Networks, Volume 1: Theory
- Lagrangian Probability Distributions
- Large Deviations of Poisson Cluster Processes
- Nonstationary filtered shot-noise processes and applications to neuronal membranes.
- An insensitivity property of Lundberg's estimate for delayed claims
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- Asymptotic results for perturbed risk processes with delayed claims
- Explosive Poisson shot noise processes with applications to risk reserves
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
- Regular variation in the mean and stable limits for Poisson shot noise
- Delay in claim settlement and ruin probability approximations
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
- Lundberg parameters for non standard risk processes
- On finite exponential moments for branching processes and busy periods for queues
- Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
- A flow-based model for internet backbone traffic
- Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks
- Spectra of some self-exciting and mutually exciting point processes
Cited by
- Differentially Private Learning of Hawkes Processes
- Fluctuations and precise deviations of cumulative INAR time series
- Gaussian approximation and moderate deviations of Poisson shot noises with application to compound generalized Hawkes processes
- Risk Aggregation Using the Poisson Shot Noise Model: What is the Impact of the Window Size?
- Large and moderate deviation principles of the sample mean of Poisson shot noise process
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