On the oscillations of compound Poisson processes (Q1600221): Difference between revisions
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Latest revision as of 09:32, 4 June 2024
scientific article
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English | On the oscillations of compound Poisson processes |
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On the oscillations of compound Poisson processes (English)
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25 November 2002
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The author describes the local behaviour of compound Poisson processes built up on a Poisson process and a sequence of independent and identically distributed random weights. Potential applications to empirical processes are suggested.
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potential applications
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local behaviour
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random weights
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empirical processes
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