Abstract

A variability measure of the times of uniform events based on a shot-noise process is proposed and studied. The measure is inspired by the Fano factor, which we generalize by considering the time-weighted influence of the events given by a shot-noise response function. The sequence of events is assumed to be an equilibrium renewal process, and based on this assumption we present formulas describing the behavior of the variability measure. The formulas are derived for a general response function, restricted only by some natural conditions, but the main focus is given to the shot noise with exponential decrease. The proposed measure is analyzed and compared with the Fano factor.

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