摘要
对复合泊松分布可加性的研究在许多的文献中都可以看到,本文首先应用特征函数的方法证明了复合泊松分布的可加性.以此为基础,结合对随机过程相关性质的讨论,证明了复合泊松过程也具有与复合泊松分布可加性相似的,某种意义上的可加性性质.
Research on the additive property of compound Poisson distribution are founded in lots of papers. In this article, we apply characteristic function method to study the additive property, basing on the compound Poisson distribution additive property, considering stochastic process character, conclusion that Compound Poisson Process also have the additive property similar to the additive property of compound Poisson distribution are got at the end of the paper.
出处
《大学数学》
北大核心
2006年第6期114-117,共4页
College Mathematics
基金
安徽建筑工业学院硕士科研基金项目(20051101-14)
关键词
复合泊松分布
复合泊松过程
可加性
compund Poisson distribution
compound Poisson stochastic process
additive property
