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On the intensity of crossings by a shot noise process

Published online by Cambridge University Press:  01 July 2016

Tailen Hsing
Tailen Hsing*
Affiliation:
University of Illinois at Urbana-Champaign
*
∗Postal address: Department of Statistics, University of Illinois at Urbana-Champaign, 101 Illini Hall, 725 South Wright Street, Champaign, IL 61820, U.S.A.
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Abstract

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The crossing intensity of a level by a shot noise process with a monotone response is studied, and it is shown that the intensity can be naturally expressed in terms of a marginal probability.

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 19 , Issue 3 , September 1987 , pp. 743 - 745
Copyright
Copyright © Applied Probability Trust 1987 

Footnotes

Research partially supported by the Air Force Office of Scientific Research Grant No. AFOSR F49620 82 C 0009.

References

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Kallenberg, O. (1976) Random Measures. Akademie-Verlag, Berlin: Academic Press, New York.Google Scholar
Rice, S. O. (1944) Mathematical analysis of random noise. Bell System Tech. J. 24, 46–156.Google Scholar