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This article is cited in 6 scientific papers (total in 6 papers)
Extremes of Subexponential Shot Noise
A. V. Lebedev M. V. Lomonosov Moscow State University
Abstract:
Asymptotic behavior of extremes of shot noise in the case of monotone response functions with unbounded support and subexponentially distributed amplitudes is considered. It is assumed that the amplitude distribution belongs to the domain of attraction of a certain maximum-stable law. The limit distribution for maxima is obtained.
Received: 15.06.2000
Citation:
A. V. Lebedev, “Extremes of Subexponential Shot Noise”, Mat. Zametki, 71:2 (2002), 227–231; Math. Notes, 71:2 (2002), 206–210
Linking options:
https://www.mathnet.ru/eng/mzm341https://doi.org/10.4213/mzm341 https://www.mathnet.ru/eng/mzm/v71/i2/p227
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Abstract page: | 360 | Full-text PDF : | 183 | References: | 66 | First page: | 1 |
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