Power-law shot noise and its relationship to long-memory alpha-stable processes

Citation
Ap. Petropulu et al., Power-law shot noise and its relationship to long-memory alpha-stable processes, IEEE SIGNAL, 48(7), 2000, pp. 1883-1892
Citations number
22
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
48
Issue
7
Year of publication
2000
Pages
1883 - 1892
Database
ISI
SICI code
1053-587X(200007)48:7<1883:PSNAIR>2.0.ZU;2-R
Abstract
We consider the shot noise process, whose associated impulse response is a decaying power law kernel of the form t(beta/2-1). We show that this power- law Poisson model gives rise to a process that, at each time instant, is an alpha-stable random variable if beta < 1. We show that although the proces s is not alpha-stable, pairs of its samples become jointly alpha-stable as the distance-between them tends to infinity, It is known that for the case beta > 1, the power-law Poisson process has a power-law spectrum, We show t hat, although in the case beta < 1 the power spectrum does pot exist, the p rocess still exhibits long memory in a generalized sense. The power-law sho t noise process appears in many applications in engineering and physics, Th e proposed results can be used to study such processes as well as to synthe size a random process with long-range dependence.