摘要
文[1]将复合泊松过程推广到了非齐次泊松过程的情形,本文则将它推广到广义泊松过程,讨论了复合广义泊松过程的有关性质。
In this paper, the model for the compound generalized Poisson process {X(t), t>0} is established. We have proved that the compound generalized Poisson process {X(t), t>0} has, stationary independent increments. We have given the characteristic function, the mean value funct and variance function of the {X(t), t>0} and also disucssed the asymptotic properties about
出处
《重庆师范学院学报（自然科学版）》
1991年第3期29-35,共7页
Journal of Chongqing Normal University(Natural Science Edition)
关键词
复合
广义泊松过程
增量
特征函数
compound generalized Poisson process, stationary independent increments, characteristic function, asymptotic properties
