Extremal properties of shot noise processes /

Consider the shot noise process $X(t) coloneq Sigma _{i}h(t- tau _{i}), t geq 0$, where h is a bounded positive non-increasing function supported on a finite interval, and the $ tau _{i}$'s are the points of a renewal process $ eta$ on [0, infty). In this paper, the extremal properties of {X(...

Full description

Bibliographic Details

Main Authors:	Hsing, Tailen, 1955- (Author), Teugels, Jef L. (Author)
Corporate Author:	Katholieke Universiteit te Leuven (1970- ). Departement Wiskunde (sponsoring body.)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1988]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 88-3.
Subjects:	Poisson processes. Point processes. Extreme value theory. Renewal theory. Stochastic processes. Mathematical statistics. Shot noise. Poisson noise