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Published on: February 12, 2017
On the nonlinear modeling of shot noise
1Department of Mathematics, Bar-Ilan University, Ramat-Gan 52900, Israel. eliazar@post.tau.ac.il
Abstract:
We introduced a nonlinear shot-noise model, a natural generalization of the "classic" shot-noise model, which differs markedly from the existing linear shot-noise models. This model produces a wide spectrum of stationary noise processes. Because of its intrinsic nonlinearity, the model's resulting noise processes are capable of displaying a rich variety of both amplitudal and temporal statistical behaviors. Surprisingly, the nonlinear model is amenable to mathematical analysis and yields closed-form formulae for the characterizing statistics of its resulting noise processes.
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