On the simulation of shot noise and some other random variables

J. M. F. Chamayou

Stochastic Processes and their Applications, 1978, vol. 6, issue 3, 305-316

Abstract: It is shown that the random voltage Vt resulting from pulses with independent random amplitude Yi Poisson arrivals, and exponential decay, can be asymptotically represented, in the stationary case, by the following random variable; namely a sum of products of random variables: where Here Xj are independent uniform random variables, [beta]>0 is the decay parameter, [lambda]>0 is the rate of the Poisson process.

Date: 1978
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