A Renewal Shot Noise Process with Subexponential Shot Marks

Yiqing Chen

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A Renewal Shot Noise Process with Subexponential Shot Marks

机译：具有次指数射击标记的更新射击噪声过程

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摘要

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.

机译：我们调查了在更新时期出现次指数射击标记的镜头噪声过程。我们的主要结果是其尾部概率的精确渐近公式。在此过程中，有关随机加权的次指数随机变量总和的一些最新结果起着至关重要的作用。

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《Risks》 |2019年第2期|共8页
作者
Yiqing Chen;
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正文语种
中图分类经济;
关键词
shot noisesubexponentialitytail probabilityrandomly weighted sumrenewal process;

机译：散粒噪声次指数尾概率随机加权求和过程;

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1. Weak convergence of renewal shot noise processes in the case of slowly varying normalization [J] . Iksanov Alexander, Kabluchko Zakhar, Marynych Alexander Statistics & Probability Letters . 2016,第Null期

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2. A risk model with renewal shot-noise Cox process [J] . Dassios Angelos, Jang Jiwook, Zhao Hongbiao Insurance . 2015,第NOVa期

机译：更新散粒噪声Cox流程的风险模型
3. Limit theorems for renewal shot noise processes with eventually decreasing response functions [J] . Alexander Iksanov, Alexander Marynych, Matthias Meiners Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2014,第6期

机译：限制更新定理，最终减少响应函数
4. COMPARISION OF THE EFFECTS OF CONVENTIONAL SHOT PEENING AND SEVERE SHOT PEENING PROCESSES ON THE MECHANICAL AND TRIBOLOGICAL PROPERTIES OF SHOT PEENED AISI 4340 [C] . Pham Quang Trung, Nay Win Khun, David Lee Butler International Conference on Surface Modification Technologies . 2016

机译：常规射击喷丸和严重射击工艺对射击射击AISI 4340的机械和摩擦学特性影响的比较
5. Contributions to shot noise on cluster processes with cluster marks. [D] . Ramirez-Perez, Filemon. 1999

机译：具有聚类标记的聚类过程对散粒噪声的贡献。
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7. Weak convergence of renewal shot noise processes in the case of slowly varying normalization [O] . Iksanov, Alexander, Kabluchko, Zakhar, Marynych, Alexander 2016

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A Renewal Shot Noise Process with Subexponential Shot Marks

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