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Compound Poisson process

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 {\displaystyle \lambda >0} and jump size distribution G, is a…

Properties of the compound Poisson process, Exponentiation of measures & Overview

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Properties of the compound Poisson process

Expected valueWald's equationLaw of total varianceVarianceLaw of total probability
6 related topics

Exponentiation of measures

Probability distributionBorel subsetsReal lineConvolutionWeakly
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Overview

Stochastic processPoisson process
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Overview

Properties of the compound Poisson process

Exponentiation of measures

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Compound Poisson process

Nodes17
Edges16
Triples6
Avg. degree1.88
Density0.117647
Components1

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Compound Poisson process

Top relations

related to Properties of the compound Poisson process · 4
Compound Poisson process → Making, Poisson, The, Wald's
is a · 1
Compound Poisson process → continuous-time stochastic process with jumps
see also · 1
Compound Poisson process → Poisson

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Important terminology

poisson process compound distribution probability random also function jumps size displaystyle geq variables according given distributed known measures moment generating

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SubjectPredicateObjectConfidenceSrc
Compound Poisson processis acontinuous-time stochastic process with jumps0.90text
Compound Poisson processrelated to Properties of the compound Poisson processThe0.60section
Compound Poisson processrelated to Properties of the compound Poisson processPoisson0.60section
Compound Poisson processrelated to Properties of the compound Poisson processWald's0.60section
Compound Poisson processrelated to Properties of the compound Poisson processMaking0.60section
Compound Poisson processsee alsoPoisson0.60section

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