Probability Distributions and Level Crossings of Shot Noise Models
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 8 (1) , 45-61
- https://doi.org/10.1080/17442508208833227
Abstract
This paper deals with shot noise models driven by various point processes. By means of an approximating step response function the distribution of the Poisson shot noise is obtained. The exponential response function case is studied as well, writing down explicit univariate and bivariate distributions. In this case also the crossing problem is analyzed and upcrossing and downcrossing rates are evaluated The last part of the paper is concerned with bivariate shot noise fields in circular regions of the plane, both at inner and boundary points.Keywords
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