High density shot noise and gaussianity
- 1 March 1971
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (1) , 118-127
- https://doi.org/10.2307/3211842
Abstract
The distance from Gaussianity of the shot noise process is considered, where ti are the random times of a Poisson process with average density λ(t). With F(x) the distribution function of x(t) and G(x) that of a normal process with the same mean and variance as x(t) it is shown that where If the process x(t) is stationary with λ(t) =λ and h(t, τ) = h(t – τ) and the function h(t) is bandlimited by ωc, then the above yieldsKeywords
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