Shot noise distributions and selfdecomposability

Details Shot noise distributions and selfdecomposability Shot noise distributions and selfdecomposability

2001-11-07

arxiv.org/abs/math/0111069v3

Mathematics

Probability

14 pages, accepted for publication

Scientific paper

Stationary (limiting) distributions of shot noise processes, with exponential response functions, form a large subclass of positive selfdecomposable distributions that we illustrate by many examples. These shot noise distributions are described among selfdecomposable ones via the regular variation at zero of their distribution functions. However, slow variation at the origin of (an absolutely continuous) distribution function is incompatible with selfdecomposability and this is shown in three examples.

Affiliated with

Also associated with

No associations

Rating

Shot noise distributions and selfdecomposability does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Shot noise distributions and selfdecomposability, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Shot noise distributions and selfdecomposability will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-102825