An approximation for the distribution of shot noise (Corresp.)

If a shot noise distribution is conditioned on the number of Poisson events before it is expanded in Edgeworth´s series, the resulting approximation may be more accurate than the usual direct expansion. We investigate the error of such an approximation, both asymptotically and for a particular example, and give an application to laser communication. We also give a general recurrence relation for determining the successive terms of Edgeworth´s series.