A Renewal Shot Noise Process with Subexponential Shot Marks
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We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a precise asymptotic formula for its tail probability. In doing so, some recent results regarding sums of randomly weighted subexponential random variables play a crucial role.
2008 ◽
Vol 222
(1)
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pp. 1-6
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1986 ◽
1987 ◽
Vol 24
(04)
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pp. 978-989
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2014 ◽
pp. 1224-1224
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1990 ◽
Vol 27
(03)
◽
pp. 671-683
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