Lay the peppers in your smoker in one layer, ideally not touching. Smoke them at 150? ideally, but definitely below 200?. You want slow smoke that barely cooks the peppers, if at all. The goal is smoke drying them.
Smoke the peppers at least 6 hours, but I prefer all day, like 16 hours. You can, if you have a cold smoking set up, simply smoke them each day until they're fully dried, which will take a few days.
If you want, you can pull the jalapenos at any time after 6 hours and finish them in a dehydrator set on low heat. They're ready when they are somewhere between leathery and brittle. Remember jalapenos are thick-walled peppers, so this takes a while.
Store them in a bag at room temperature. They're keep a year or more.
Notes
If you're wondering, yes you can use this same technique with other peppers, like Fresnos or serranos or similar peppers.