Compound Poisson process

A compound Poisson process is a continuous-time (random) 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. A compound Poisson process, parameterised by a rate $\lambda > 0$ and jump size distribution G, is a process $\{\,Y(t) : t \geq 0 \,\}$ given by

单词	Compound Poisson process
释义	Compound Poisson process 英语百科 Compound Poisson process A compound Poisson process is a continuous-time (random) 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. A compound Poisson process, parameterised by a rate $\lambda > 0$ and jump size distribution G, is a process $\{\,Y(t) : t \geq 0 \,\}$ given by
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