Crossings of smooth Shot Noise Processes

Abstract : 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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Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2012, 22 (6), pp.2240--2281
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Hermine Biermé, Agnès Desolneux. Crossings of smooth Shot Noise Processes. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2012, 22 (6), pp.2240--2281. 〈hal-00589560〉

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