Compound Poisson process: Difference between revisions

Content deleted Content added
Dexbot (talk | contribs)
m Bot: Deprecating Template:Cite doi and some minor fixes
Sbronder (talk | contribs)
m added 's' to variables in first section and reworded named to 'known as'
Line 6:
where, <math> \{\,N(t) : t \geq 0\,\}</math> is a [[Poisson process]] with rate <math>\lambda</math>, and <math> \{\,D_i : i \geq 1\,\}</math> are independent and identically distributed random variables, with distribution function ''G'', which are also independent of <math> \{\,N(t) : t \geq 0\,\}.\,</math>
 
When <math> D_i </math> are non-negative integer-valued random variablevariables, then this compound Poisson process is namedknown as a stuttering Poisson process which has the feature that two or more events occur in a very short time .
 
==Properties of the compound Poisson process==