The Poisson noise channel with the input random variable \(X\), the scaling factor \(a\), the dark current parameter \(\lambda\), and the ouput random variable \(Y\). Poisson noise models are an ...
Under minimal moment conditions complete asymptotic expansions are obtained for expectations of unbounded functions of a finite family of independent random variables in the Poissonian setting when ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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