This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

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Abstract: In this paper, we precisely quantify the wavelet compressibility of compound Poisson processes. To that end, we expand the given random process over the Haar wavelet basis and we analyse its ...

Abstract: GaAs space solar cells always suffered from the complex and hostile space environment. Space solar cell reliability is crucial factor to ensure the normal operation of space satellites. A ...

N(t) is a Poisson process with rate lambda (interarrival times are exponential) Xi are independent exponential random variables with rate mu N(t) and Xi are independent The goal is to derive the ...

This repository contains an R script that demonstrates the simulation and visualization of a Compound Poisson Process. The code generates sample paths and graphical representations of the process, ...

ABSTRACT: In this paper, we consider a Brownian motion risk model with stochastic return on investments. Using the strong Markov property and exploiting the limitation idea, we derive the ...