Journal of Applied Probability · 2004 · 23 citations · 20 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesLaw Of Large NumbersLimit TheoremsMarkov ProcessesNoisePoisson ProcessesProbability DistributionsCentral Limit TheoremsConditionsPoisson DistributionPoisson Limit TheoremsPoisson Process ModelsShot NoiseShot Noise AnalysisShot Noise Modeling
This paper studies limiting properties of discretely sampled Poisson shot noise processes. Versions of the law of large numbers and central limit theorem are derived under very general conditions. Examples demonstrating the utility of the results are included.
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