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An approximation for the distribution of shot noise (Corresp.)

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1 Author(s)

If a shot noise distribution is conditioned on the number of Poisson events before it is expanded in Edgeworth's series, the resulting approximation may be more accurate than the usual direct expansion. We investigate the error of such an approximation, both asymptotically and for a particular example, and give an application to laser communication. We also give a general recurrence relation for determining the successive terms of Edgeworth's series.

Published in:

IEEE Transactions on Information Theory  (Volume:19 ,  Issue: 2 )