Sample Path Large Deviations of Poisson Shot Noise with Heavy-tailed Semiexponential Distributions
نویسندگان
چکیده
It is shown that the sample paths of Poisson shot noise with heavy-tailed semiexponential distributions satisfy a large deviation principle with a rate function that is insensitive to the shot shape. This demonstrates that, on the scale of large deviations, paths to rare events do not depend on the shot shape.
منابع مشابه
Sample path large deviations of Poisson shot noise with heavy tail semi-exponential distributions
It is shown that the sample paths of Poisson shot noise with heavy-tailed semi-exponential distributions satisfy a large deviation principle with a rate function that is insensitive to the shot shape. This demonstrates that, on the scale of large deviations, paths to rare events do not depend on the shot shape.
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