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General Shot Noise Processes and Functional Convergence to Stable Processes
Conference proceeding

General Shot Noise Processes and Functional Convergence to Stable Processes

Wissem Jedidi, Jalal Almhana, Vartan Choulakian and Robert McGorman
STOCHASTIC DIFFERENTIAL EQUATIONS AND PROCESSES, Vol.7, pp.151-178
Springer Proceedings in Mathematics
01/01/2012
DOI: https://doi.org/10.1007/978-3-642-22368-6_3

Abstract

Mathematics Physical Sciences Science & Technology
In traffic modeling theory, many authors present models based on particular shot noise representations. We propose here a model based on a general Poisson shot noise representation. Under minimal assumptions, we obtain an approximation of the cumulative input process by a stable Levy motion via a functional limit theorem.

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