Results 271 to 280 of about 13,654 (302)
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Journal of Computational Biology, 1998
We derive a Poisson process approximation for the occurrences of clumps of multiple words and a compound Poisson process approximation for the number of occurrences of multiple words in a sequence of letters generated by a stationary Markov chain. Using the Chen-Stein method, we provide a bound on the error in the approximations.
Gesine Reinert, Sophie Schbath
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We derive a Poisson process approximation for the occurrences of clumps of multiple words and a compound Poisson process approximation for the number of occurrences of multiple words in a sequence of letters generated by a stationary Markov chain. Using the Chen-Stein method, we provide a bound on the error in the approximations.
Gesine Reinert, Sophie Schbath
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Approximations for compound Poisson and Pólya processes
Advances in Applied Probability, 1985Suppose Xi≧0 are i.i.d., i = 1, 2, ···. We derive a saddlepoint approximation for P{∑N(t)k=1Xk> y} as y→∞ and t is fixed, where N(t), t≧0, is either a Poisson or a Pólya process. These results are then compared and contrasted with the well-known Esscher approximation.
Embrechts, Paul +3 more
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A Modified Compound Poisson Process with Normal Compounding
Journal of the American Statistical Association, 1968The compound Poisson process in which the compounding variables are normally distributed is considered as a special case of a slightly more general process. The model is suggested for studying the behavior of security prices in the stock market.
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Compound Poisson Processes with Two-Sided Reflection
Ukrainian Mathematical Journal, 2002The author deals with a compound oscillating Poisson process with two-sided reflection. This process is given by an upper semi-continuous compound Poisson process \(\xi(t)\) and its functionals: time of the first exit of \(\xi(t)\) from an interval and times of the first exits of \(\xi(t)\) from the upper and the lower levels.
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Stopped Compound Poisson Process and Related Distributions
2007This chapter considers the first-crossing problem of a compound Poisson process with positive integer-valued jumps in a nondecreasing lower boundary. The cases where the boundary is a given linear function, a standard renewal process, or an arbitrary deterministic function are successively examined.
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Estimation of Parameters of a Compound Poisson Process
Journal of Mathematical Sciences, 2004openaire +2 more sources
Table of the Compound Poisson Process with Normal Compounding
Mathematics of Computation, 1970Roy H. Wampler, Irwin Greenberg
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Boundary Problems for a Compound Poisson Process
Theory of Probability & Its Applications, 1974openaire +2 more sources