MONTAGU , Thierry

The Shot noise is a random process that can be used to accurately model the numberof occurrences of physical particles impinging their associated detectors ; this numberis referred to as the intensity of the process. When this number is small, it is possible to individualize the recorded events whose arrival times are modelled thanks to the...

This letter considers two estimators of the intensity λ of the Shot Noise process for high values of λ . They are based on the first and the second empirical cumulants of the Shot Noise. For both statistics, it is shown that their respective variance grows respectively linearly and quadratically with λ . We construct Variance Stabilizing...