Compound Poisson process

Formal sciences
Mathematics
Probability theory
Point processes

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Related lectures (32)

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Markov Chains: Basics and Applications

Introduces Markov chains, covering basics, generation algorithms, and applications in random walks and Poisson processes.

Poisson Process: Properties

Covers the properties of Poisson processes, including arrival rate and inter-arrival time.

Estimating R: Theory of Poisson Processes

Covers the theory of Poisson processes and the estimation of the intensity parameter R.

Extreme Value Theory: Point Processes

Covers the application of extreme value theory to point processes and the estimation of extreme events from equally-spaced time series.

Asymptotic Independence Models

Explores extremal limit theorems, statistical analysis, and asymptotic independence models for rare events.

Point Processes: Extremal Limit Theorems

Explores the theory of point processes and their applications to extremes, emphasizing the Laplace functional and Kallenberg's theorem.

Poisson Processes Theorems

Discusses important theorems related to Poisson processes and their applications in analyzing exceedances and likelihood.

Poisson Process Approach

Explores the Poisson process approach in extreme value analysis, emphasizing component-wise transformations and likelihood functions for extreme events.

Gaussian Process: Covariance and Correlation Functions

Explores Gaussian processes, covariance functions, intrinsic stationarity, and extreme applications in statistics.

Poisson Process: Properties

Covers the properties of Poisson processes, including arrival times and stochastic models for communications.