Photoreceptor sensitivity and the shot noise of chemical processes

Shot Noise Cox Processes

Generalised Shot Noise Cox Processes

We introduce a new class of Cox cluster processes called generalised shotnoise Cox processes (GSNCPs), which extends the definition of shot noise Cox processes (SNCPs) in two directions: the point process which drives the shot noise is not necessarily Poisson, and the kernel of the shot noise can be random. Thereby a very large class of models for aggregated or clustered point patterns is obtai...

Crossings of smooth Shot Noise Processes

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 ...

Tail Behavior of Shot Noise Processes

We discuss the diierent ways heavy tails can arise in shot noise models and possible applications of the latter to nancial modeling.

Catastrophe Insurance Modeled by Shot-Noise Processes

Shot-noise processes generalize compound Poisson processes in the following way: a jump (the shot) is followed by a decline (noise). This constitutes a useful model for insurance claims in many circumstances; claims due to natural disasters or self-exciting processes exhibit similar features. We give a general account of shot-noise processes with time-inhomogeneous drivers inspired by recent re...