IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v360y2006i2p227-260.html
   My bibliography  Save this article

Non-linear Shot Noise: Lévy, Noah, & Joseph

Author

Listed:
  • Eliazar, Iddo
  • Klafter, Joseph

Abstract

We introduce and study a generic non-linear Shot Noise system-model. Shots of random magnitudes arrive to the system stochastically, following an arbitrary time-homogeneous Poisson point process. After ‘hitting’ the system, the magnitude of an arriving shot decays to zero. The decay is governed by an arbitrary differential-equation dynamics. Shots are independent, and their overall effect on the system is additive: the system's noise level at time t equals the sum of the magnitudes, at time t, of all the shots arriving to the system prior to time t.

Suggested Citation

  • Eliazar, Iddo & Klafter, Joseph, 2006. "Non-linear Shot Noise: Lévy, Noah, & Joseph," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 227-260.
    • Handle: RePEc:eee:phsmap:v:360:y:2006:i:2:p:227-260
    DOI: 10.1016/j.physa.2005.06.056
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437105006898
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2005.06.056?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Eliazar, Iddo & Klafter, Joseph, 2006. "Nonlinear shot noise, memory systems, and all-time hit parades," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 281-298.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:360:y:2006:i:2:p:227-260. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.