General Shot Noise Processes and Functional Convergence to Stable Processes
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- Jedidi W., Almhana J., Choulakian V., McGorman R. (2012) General Shot Noise Processes and Functional Convergence to Stable Processes. In: Zili M., Filatova D. (eds) Stochastic Differential Equations and Processes. Springer Proceedings in Mathematics, vol 7. Springer, Berlin, Heidelberg
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 Lévy motion via a functional limit theorem.
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