On generalized shot noise
- 1 September 1977
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 9 (3), 553-565
- https://doi.org/10.2307/1426114
Abstract
A simple expression for the characteristic functional of generalized shot noise is developed. Through expansions in terms of functional derivatives this yields expressions for moment functions of all orders. A central limit theorem also follows. Several examples are discussed.Keywords
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