A class of generalized compound Poisson processes

MaRDI QIDQ3405266zbMATH OpenFDO

Authors Shizu Fang, Xin Sun

Publication date 12 February 2010

zbMATH Keywords

compound Poisson processindependent incrementsrandom eventsstationary streamstrongly Markov propertysubexponential distributions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Statistics of extreme values; tail inference (62G32)

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Cited in

(15)

• On the oscillations of compound Poisson processes
• A stochastic string with a compound Poisson process
• An embedding of compensated compound Poisson processes with applications to local times
• Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
• On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
• A note on extremes of compound Poisson processes
• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
• scientific article; zbMATH DE number 783433 (Why is no real title available?)
• A surplus process involving a compound Poisson counting process and applications
• A more comprehensive complementary theorem for the analysis of Poisson point processes
• A note on compound Poisson distributions
• scientific article; zbMATH DE number 5055399 (Why is no real title available?)
• Derivations of the compound Poisson distribution and process
• Hypo-exponential distributions and compound Poisson processes with alternating parameters
• Classical definitions of the Poisson process do not coincide in the case of generalized convolutions

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