On the Numerical Calculation of the Distribution Functions Defining Some Compound Poisson Processes
نویسندگان
چکیده
منابع مشابه
On the Compound Poisson Distribution
exist. We shall prove that under certain conditions we obtain (1) as a limit distribution of double sequences of independent and infinitesimal random variables and apply this theorem to stochastic processes with independent increments. Theorem 1 Let ξn1, ξn2, . . . , ξnkn (n = 1, 2, . . .) be a double sequence of random variables. Suppose that the random variables in each row are independent, t...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1963
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s0515036100007790