Non-linear Shot Noise: Lévy, Noah, & Joseph

Iddo Eliazar and Joseph Klafter

Physica A: Statistical Mechanics and its Applications, 2006, vol. 360, issue 2, 227-260

Abstract: We introduce and study a generic non-linear Shot Noise system-model. Shots of random magnitudes arrive to the system stochastically, following an arbitrary time-homogeneous Poisson point process. After ‘hitting’ the system, the magnitude of an arriving shot decays to zero. The decay is governed by an arbitrary differential-equation dynamics. Shots are independent, and their overall effect on the system is additive: the system's noise level at time t equals the sum of the magnitudes, at time t, of all the shots arriving to the system prior to time t.

Keywords: Shot noise; Non-linear Shot noise; Poisson point processes; Lévy processes and distributions; Ornstein–Uhlenbeck dynamics; The M/G/∞ queue; Noah effect; Joseph effect (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:360:y:2006:i:2:p:227-260

DOI: 10.1016/j.physa.2005.06.056

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