On the active periods of nonlinear Shot Noise

Iddo Eliazar and Joseph Klafter

Physica A: Statistical Mechanics and its Applications, 2006, vol. 363, issue 2, 237-259

Abstract: We study the temporal ‘on-and-off’ structure of the recently introduced nonlinear Shot Noise model [I. Eliazar, J. Klafter, PNAS 102 (2005) 13779; I. Eliazar, J. Klafter, Nonlinear shot noise: Lévy, Noah, & Joseph, Physica A (2006), to appear], in which: (i) shots of random magnitudes ‘bombard’ a system stochastically in time; (ii) the magnitudes of ‘incoming’ shots decay to zero nonlinearly; and, (iii) the overall effect of the shots on the system is additive. When the shot-inflow and shot-decay satisfy certain conditions, the resulting Shot Noise alternates randomly between ‘active periods’ (in which the noise is ‘on’) and ‘silent periods’ (in which noise is ‘off’).

Keywords: Nonlinear Shot Noise; Poisson inflow; Nonlinear decay; First Passage Times; Heavy-tailed distributions (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:363:y:2006:i:2:p:237-259

DOI: 10.1016/j.physa.2005.08.061

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