Large deviations of Poisson shot noise processes, under heavy tail semiexponential conditions

Abstract
We provide large deviationsprinciple for Poisson shot noise processes, under heavy tail semiexponential conditions
Anno
2010
Autori IAC
GIOVANNI LUCA TORRISI
Tipo pubblicazione
Articolo in rivista
Altri Autori
Stabile G., Torrisi G.L.
Editore
North-Holland
Rivista
Statistics & probability letters