Compound Poisson process
id:
compound-poisson-process-290-301520
title:
Compound Poisson process
text:
A compound Poisson process is a continuous-time stochastic process with jumps. The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution. To be precise, a compound Poisson process, parameterised by a rate λ > 0 and jump size distribution G, is a process { Y : t ≥ 0 } given by where, { N : t ≥ 0 } is the counting variable of a Poisson process with rate λ , and { D i : i ≥ 1 } are independent and identically distrib
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Compound_Poisson_process
date created:
date modified:
2023-06-19T16:58:33Z
main entity:
{"identifier":"Q2055750","url":"https://www.wikidata.org/entity/Q2055750"}
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13
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