【摘 要】
：
Consider the Poisson shot noise process S(t) =Σk≥1 XKh(t, Tk)I(Tk ≤ t).t ≥ 0 where Xk, k 1 are nonnegative random variables identically distributed as a
【机 构】
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Department of Mathematics, Zhejiang University
【出 处】
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IMS-China International Conference on Statistics and Probabi
论文部分内容阅读
Consider the Poisson shot noise process S(t) =Σk≥1 XKh(t, Tk)I(Tk ≤ t).t ≥ 0 where Xk, k 1 are nonnegative random variables identically distributed as a generic random variable (r.v) X from there gular variation class, h(·) : R+ ×R+ (→) R+ is the shot function, and {Tk, k 1} are the mark arrival times such that N(t) =sup{n : Tn t}is a heterogenous Poisson process with intensity λ(t) > 0 for t 0, and independent of the mark r.v.s {Xk,k 1}.Suppose {Xi, i 1} are exchangeable and bivariate upper tail independent but generally dependent beyond this.
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