首页 | 本学科首页   官方微博 | 高级检索  
     


Poisson bounds for moments of shot noise processes
Authors:Volkeb Schmidt
Affiliation:Bergakademie Freiberg
Abstract:
Starting from general moment formulas for shot noise processes (v(t)), for which a simple proof is given by means of the CAMPBELL theorem concerning marked point pro¬cesses, and using certain monotonicity property, bounds are obtained for E[v(t)]2 resp. for the variance Var v(t) under the additional assumption that the intershot times are inde¬pendent random variables with distribution having the property 1SFBXJE (NWTJE)
Keywords:Shot noise processes  moment formulas  monotonicity property  POISSON bounds  marked point processes
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号