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

Gabriele Stabile and Giovanni Luca Torrisi

Statistics & Probability Letters, 2010, vol. 80, issue 15-16, 1200-1209

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.

Keywords: Heavy; tail; distributions; Large; deviations; Poisson; shot; noise; processes; Semi-exponential; distributions (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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