High Quality Content by WIKIPEDIA articles! A compound Poisson process with rate > 0 and jump size distribution G is a continuous-time stochastic process {,Y(t) : t geq 0 ,} given by Y(t) = sum_{i=1}^{N(t)} D_i where, {,N(t) : t geq 0,} is a Poisson process with rate , and {,D_i : i geq 1,} are independent and identically distributed random variables, with distribution function G, which are also independent of {,N(t) : t geq 0,}.,

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.