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High density shot noise and gaussianity

Published online by Cambridge University Press:  14 July 2016

A. Papoulis
A. Papoulis*
Affiliation:
Polytechnic Institute of Brooklyn
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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 yields

Type
Research Papers
Information
Journal of Applied Probability , Volume 8 , Issue 1 , March 1971 , pp. 118 - 127
Copyright
Copyright © Applied Probability Trust 1971 

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References

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