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.

Published in at http://dx.doi.org/10.1214/11-AAP807 the Annals of Applied Probability ( http://www.imstat.org/aap/ ) by the Institute of Mathematical Statistics (http://www.imstat.org)