On the nonlinear modeling of shot noise

Abstract

We introduced a nonlinear shot-noise model, a natural generalization of the "classic" shot-noise model, which differs markedly from the existing linear shot-noise models. This model produces a wide spectrum of stationary noise processes. Because of its intrinsic nonlinearity, the model's resulting noise processes are capable of displaying a rich variety of both amplitudal and temporal statistical behaviors. Surprisingly, the nonlinear model is amenable to mathematical analysis and yields closed-form formulae for the characterizing statistics of its resulting noise processes.