Van Den Broeck C. — On the Relation between White Shot Noise, Gaussian White Noise, and the Dichotomic Markov Process
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Название: On the Relation between White Shot Noise, Gaussian White Noise, and the Dichotomic Markov Process
Автор: Van Den Broeck C.
Аннотация:
It is shown that the dichotomic Markov process converges to a whiteshot noise (interpreted according to the
Stratonovich integration rule) in the joint limit in which the average duration of one of the states goes to
zero and the value at this state goes to infinity.
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