| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 977674 | Physica A: Statistical Mechanics and its Applications | 2006 | 34 Pages |
Abstract
The resulting Shot Noise admits an underlying Lévy structure-which we explicitly compute, and can yield both the Noah effect and the Joseph effect. Closed-form analytic formulae for various statistics are derived, including: the log-Laplace transform and cumulants of the stationary noise level; the process' auto-covariance function; and, the process' range-of-dependence.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Iddo Eliazar, Joseph Klafter,