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We introduce and study a generic non-linear Shot Noise system-model. Shots of random magnitudes arrive to the system stochastically, following an arbitrary time-homogeneous Poisson point process. After ‘hitting’ the system, the magnitude of an arriving shot decays to zero. The decay is...
Persistent link: https://www.econbiz.de/10011061602
Consider the evolution of a memory system ‘fed’ by an external event-process. New memories are continuously recorded by the system. Simultaneously, the recollection of old memories continuously fades away. Thus, at a given time epoch the memory system ranks all past events according to...
Persistent link: https://www.econbiz.de/10011064569