Compound Poisson process

Formal sciences
Mathematics
Probability theory
Point processes

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Related lectures (32)

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Poisson Process Theory: Properties and Applications

Explores Poisson process theory, covering properties, applications, and key theorems.

Extreme Value Theory: Statistical Applications

Explores statistical applications of threshold exceedances and GPD modeling in extreme value theory.

Generation of Markov Processes

Covers the generation of Markov processes and Markov chains, including transition matrices and stochastic matrices.

Estimating R: Marking and Convergence

Covers the estimation of R in Poisson processes, focusing on marking points and convergence.

Mapping Theorems: Poisson Processes and Intensity Functions

Explores mapping theorems for Poisson processes and their intensity functions.

Multivariate Extremes: Applications and Dependence

Explores multivariate extremes, including overwhelming sea defenses and heat waves.

Modeling Extremal Processes

Explores extremal limit theorems, Gaussian processes, and modeling rare events in spatial problems and time series.

Point Processes: Spatial Analysis

Explores point processes in spatial analysis, focusing on spatial object dissemination and pattern detection.

Poisson processes

Covers the properties and construction of Poisson processes from i.i.d. Exp(X) random variables, emphasizing the importance of the process rate and jump time distributions.

Stochastic Models for Communications

Covers stochastic models for communications, including Poisson processes and counting processes.