Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
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.
Year of publication: |
2010
|
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Authors: | Stabile, Gabriele ; Torrisi, Giovanni Luca |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 15-16, p. 1200-1209
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Publisher: |
Elsevier |
Keywords: | Heavy tail distributions Large deviations Poisson shot noise processes Semi-exponential distributions |
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