Shot noise distributions and selfdecomposability

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dc.creatorIksanov, Aleksander M.
dc.creatorJurek, Zbigniew J.
dc.date2001-11-07
dc.date2002-10-25
dc.date.accessioned2026-07-07T04:44:25Z
dc.date.available2026-07-07T04:44:25Z
dc.descriptionStationary (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.
dc.description14 pages, accepted for publication
dc.identifierhttps://arxiv.org/abs/math/0111069
dc.identifierhttp://arxiv.org/abs/math/0111069
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/62579
dc.subjectProbability
dc.titleShot noise distributions and selfdecomposability
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