Literature DB >> 17500669

Shot noise displaying simultaneously the Noah and Joseph effects.

Iddo Eliazar1, Joseph Klafter.   

Abstract

Shot noise processes displaying the Noah effect are of infinite variance. Hence the measurement of the correlation structure of such processes--indicating whether the Joseph effect is displayed as well--cannot be conducted via their autocovariance functions (which are undefined). To circumvent this problem, a Poisson-based analysis applicable to shot noise processes with infinite variance, as well as to shot noise processes with divergent noise levels, is developed. A Poissonian autocovariance function, which characterizes the process-distribution of general shot noise processes, is introduced. In particular, this function governs and quantifies the processes' stationary structure (amplitudal behavior) and correlation structure (temporal behavior). The "Poissonian methodology" developed enables a precise quantitative analysis of shot noise processes displaying simultaneously the Noah and Joseph effects.

Entities:  

Year:  2007        PMID: 17500669     DOI: 10.1103/PhysRevE.75.031108

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  2 in total

1.  A unified and universal explanation for Lévy laws and 1/f noises.

Authors:  Iddo Eliazar; Joseph Klafter
Journal:  Proc Natl Acad Sci U S A       Date:  2009-07-13       Impact factor: 11.205

2.  Anomalous barrier escape: The roles of noise distribution and correlation.

Authors:  Meng Hu; Jia-Ming Zhang; Jing-Dong Bao
Journal:  J Chem Phys       Date:  2017-05-28       Impact factor: 3.488

  2 in total

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