Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time

✍ Scribed by Li, Xiaohu; Wu, Jintang

• Book ID: 125461220
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 413 KB
• Volume: 88
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/j.spl.2014.01.026

✦ Synopsis

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.