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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2002 Volume 71, Issue 2, Pages 227–231 (Mi mzm341)

This article is cited 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.

UDC: 519.21

Received: 15.06.2000

DOI: 10.4213/mzm341


 English version:
Mathematical Notes, 2002, 71:2, 206–210

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© Steklov Math. Inst. of RAS, 2024