compound Poisson process

compound Poisson process
обобщенный/сложный пуассоновский процесс

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

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  • Compound Poisson process — A compound Poisson process with rate λ > 0 and jump size distribution G is a continuous time stochastic process given by where, is a Poisson process with rate λ, and are independent and identically distributed random variables, with distri …   Wikipedia

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  • Compound probability distribution — In probability theory, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution F with an unknown parameter θ that is… …   Wikipedia

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