High density shot noise and gaussianity

Abstract

The distance from Gaussianity of the shot noise process is considered, where ti are the random times of a Poisson process with average density λ(t). With F(x) the distribution function of x(t) and G(x) that of a normal process with the same mean and variance as x(t) it is shown that where If the process x(t) is stationary with λ(t) =λ and h(t, τ) = h(t – τ) and the function h(t) is bandlimited by ωc, then the above yields