Author:
Lund Robert,McCormick William P.,Xiao Yuanhui
Abstract
This paper studies limiting properties of discretely sampled Poisson shot noise processes. Versions of the law of large numbers and central limit theorem are derived under very general conditions. Examples demonstrating the utility of the results are included.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference22 articles.
1. Asymptotic behavior of sample means of shot noise processes;Īl'enko;Theory Prob. Math. Statist.,2002a
2. Loud Shot Noise
3. Shot noise in ion channels
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