Sample path large deviations principles for poisson shot noise processes, and applications

Electronic Journal of Probability

Volumn 10, Issue , 2005, Pages 1026-1043

  Ganesh, Ayalvadi ^a   Macci, Claudio ^b   Torrisi, Giovanni Luca ^c  

^a MICROSOFT RESEARCH   (United Kingdom)

^b UNIVERSITY OF ROME TOR VERGATA   (Italy)

^c CNR   (Italy)

Author keywords

Large deviations; Poisson shot noise; Queues; Risk; Sample paths

Indexed keywords

EID: 23844501312     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v10-273     Document Type: Article

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