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On generalized shot noise

Published online by Cambridge University Press:  01 July 2016

John Rice
John Rice*
Affiliation:
University of California, San Diego
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Abstract

A simple expression for the characteristic functional of generalized shot noise is developed. Through expansions in terms of functional derivatives this yields expressions for moment functions of all orders. A central limit theorem also follows. Several examples are discussed.

Keywords

SHOT NOISECHARACTERISTIC FUNCTIONALPOINT PROCESSMOMENT FUNCTIONSSTOCHASTIC PULSES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 9 , Issue 3 , September 1977 , pp. 553 - 565
Copyright
Copyright © Applied Probability Trust 1977 

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