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Reason is explained as follows :
Both Monitor and Mobiles are electronic wave emitting devices.
Thus when call (or) message is being received by mobile phone, then it generates radio waves.
These waves clashes with monitor and thus monitor screen gets shaked for while. If the mobile phone is kept at the distance from computer, then this problem wont occur.
If monitor is near the CVT transformers then also we can see the effect in monitors as the CVT transformers are also radio wave emitting devices.
Thus clash can be avoided by separating the two devices at some distance..