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On the simulation of shot noise and some other random variables

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  • Chamayou, J. M. F.

Abstract

It is shown that the random voltage Vt resulting from pulses with independent random amplitude Yi Poisson arrivals, and exponential decay, can be asymptotically represented, in the stationary case, by the following random variable; namely a sum of products of random variables: where Here Xj are independent uniform random variables, [beta]>0 is the decay parameter, [lambda]>0 is the rate of the Poisson process.

Suggested Citation

  • Chamayou, J. M. F., 1978. "On the simulation of shot noise and some other random variables," Stochastic Processes and their Applications, Elsevier, vol. 6(3), pages 305-316, February.
    • Handle: RePEc:eee:spapps:v:6:y:1978:i:3:p:305-316
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    Cited by:

    1. Onno Boxma & Michel Mandjes, 2021. "Shot-noise queueing models," Queueing Systems: Theory and Applications, Springer, vol. 99(1), pages 121-159, October.

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