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Article Dans Une Revue The Annals of Applied Probability Année : 2012

Crossings of smooth Shot Noise Processes

Hermine Biermé
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Agnès Desolneux
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Résumé

In this paper, we consider smooth shot noise processes and their expected number of level crossings. When the kernel response function is sufficiently smooth, the mean number of crossings function is obtained through an integral formula. Moreover, as the intensity increases, or equivalently as the number of shots becomes larger, a normal convergence to the classical Rice's formula for Gaussian processes is obtained. The Gaussian kernel function, that corresponds to many applications in Physics, is studied in detail and two different regimes are exhibited.
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Dates et versions

hal-00589560 , version 1 (29-04-2011)

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  • HAL Id : hal-00589560 , version 1

Citer

Hermine Biermé, Agnès Desolneux. Crossings of smooth Shot Noise Processes. The Annals of Applied Probability, 2012, 22 (6), pp.2240--2281. ⟨hal-00589560⟩
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