Computation of Shot-Noise Probability Distributions and Densities

DOI10.1137/S1064827594268725zbMATH Open0846.62015OpenAlexW1996220932MaRDI QIDQ4883669FDOQ4883669

Authors: John A. Gubner 

Publication date: 3 October 1996

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827594268725

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zbMATH Keywords

densityPoisson processFourier seriestail probabilitiescumulative distributionfiltered point processcomplementary cdfshot-noise random variables

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (5)

• On the WMC density as an inverse Gaussian probability density
• Further results on the Beaulieu series
• FIRST-EXIT TIMES FOR POISSON SHOT NOISE
• On the Markov model of shot noise
• Crossings of smooth shot noise processes

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