High density shot noise and gaussianity
- 1 March 1971
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (01) , 118-127
- https://doi.org/10.1017/s0021900200110976
Abstract
The distance from Gaussianity of the shot noise process is considered, wheretiare the random times of a Poisson process with average densityλ(t).WithF(x) the distribution function ofx(t) andG(x) that of a normal process with the same mean and variance asx(t) it is shown that where If the processx(t) is stationary with λ(t) =λandh(t, τ) =h(t – τ) and the functionh(t) is bandlimited by ωc, then the above yieldsKeywords
This publication has 4 references indexed in Scilit:
- Linear processes are nearly GaussianJournal of Applied Probability, 1967
- Limits on bandlimited signalsProceedings of the IEEE, 1967
- Some comments on narrow band-pass filtersQuarterly of Applied Mathematics, 1961
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITIONProceedings of the National Academy of Sciences, 1956