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Asymptotic analysis of Poisson shot noise processes, and applications

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  • معلومة اضافية
    • Contributors:
      Torrisi, G. L.; Leonardi, E.
    • بيانات النشر:
      Elsevier B.V.
    • الموضوع:
      2022
    • Collection:
      PORTO@iris (Publications Open Repository TOrino - Politecnico di Torino)
    • نبذة مختصرة :
      Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations, fluctuations and the stable probability approximation of Poisson shot noise processes. Our achievements extend, improve and complement existing results in the literature. We apply the theoretical results to Poisson cluster point processes, including generalized linear Hawkes processes, and risk processes with delayed claims. Many examples are discussed in detail.
    • File Description:
      ELETTRONICO
    • ISBN:
      978-0-304-41492-5
      0-304-41492-1
    • Relation:
      info:eu-repo/semantics/altIdentifier/wos/WOS:000789676000004; volume:144; firstpage:229; lastpage:270; numberofpages:42; journal:STOCHASTIC PROCESSES AND THEIR APPLICATIONS; http://hdl.handle.net/11583/2948532; https://www.sciencedirect.com/science/article/pii/S0304414921001897?casa_token=WRAjMPsZHC4AAAAA:tTrq57nddDwpV4U2p7gy7MTJdGrxVLWd10JDjBg_ESTRuOeBTC8S2OoL9XHbltpYUunScp7Dz_U
    • الرقم المعرف:
      10.1016/j.spa.2021.11.008
    • الدخول الالكتروني :
      http://hdl.handle.net/11583/2948532
      https://doi.org/10.1016/j.spa.2021.11.008
      https://www.sciencedirect.com/science/article/pii/S0304414921001897?casa_token=WRAjMPsZHC4AAAAA:tTrq57nddDwpV4U2p7gy7MTJdGrxVLWd10JDjBg_ESTRuOeBTC8S2OoL9XHbltpYUunScp7Dz_U
    • Rights:
      info:eu-repo/semantics/openAccess
    • الرقم المعرف:
      edsbas.FF63A4AD