Properties of Poisson processes directed by compound Poisson-Gamma subordinators
نویسندگان
چکیده
منابع مشابه
Poisson processes , ordinary and compound
The Poisson process is a stochastic counting process that arises naturally in a large variety of daily-life situations. We present a few definitions of the Poisson process and discuss several properties as well as relations to some well-known probability distributions. We further briefly discuss the compound Poisson process.
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ژورنال
عنوان ژورنال: Modern Stochastics: Theory and Applications
سال: 2018
ISSN: 2351-6054,2351-6046
DOI: 10.15559/18-vmsta101