Intrinsic fractality of classic shot noise.
We revisit the classic shot noise of Campbell and Schottky--a stochastic process governed by Ornstein-Uhlenbeck dynamics driven by a Poissonian noise. Exploring the order statistics of the shot magnitudes composing its stationary noise level, we show that classic shot noise is intrinsically fractal. This fractality is manifested by (i) intrinsic Paretian and scale-invariant structures; (ii) an intrinsic power-law scaling; (iii) an intrinsic statistical resilience to random power-law perturbations.
Eliazar
Iddo
I
Department of Technology Management, Holon Institute of Technology, PO Box 305, Holon 58102, Israel. eliazar@post.tau.ac.il