Compound Poisson process
A compound Poisson process is a continuous-time stochastic process with jumps. The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution.
A compound Poisson process is a continuous-time stochastic process with jumps. The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution.
A compound Poisson process is a continuous-time stochastic process with jumps. The jumps arrive randomly according to a Poisson process and the size of the jumps is also random, with a specified probability distribution.
Source: Wikipedia "Compound Poisson process" · CC BY-SA 4.0
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