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A finite point process model of shot noise

机译:射击噪声有限点过程模型

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摘要

The standard filtered Poisson process model of shot noise has unbounded paths. This property of the standard model precludes its use in a variety of theoretical studies of nonlinear dynamical systems. In addition, the number of Unif(0,1) variates required for computer simulation of shot noise random fields based on the standard model has no fixed tipper bound. This is a significant disadvantage in Monte Carlo simulations involving many replicates. A model of shot noise based on a finite point process is presented which has neither of these liabilities but, yet, approximates to any desired degree of accuracy the Poisson statistics of the standard model with any given power spectrum.
机译:标准过滤泊松过程模型的射击噪声具有无限的路径。标准模型的这种性质排除了其在各种非线性动力系统的理论研究中的用途。此外,基于标准型号的镜头噪声随机字段的计算机模拟所需的UNIF(0,1)变体的数量没有固定的重款器绑定。这是涉及许多重复的蒙特卡罗模拟中的显着缺点。提出了一种基于有限点过程的射击噪声模型,其既不具有这些负债,但是,然而,近似于任何所需的准确度与任何给定功率谱的标准模型的泊松统计。

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