【摘要】 给出广义复合Poisson过程的定义,讨论它的基本性质和强马氏性,在假定个体分布是亚指数分布的条件下,给出它的一维分布函数的尾等价公式.证明任意多个相互独立的广义复合Poisson过程的线性组合是一个复合Poisson过程.更多还原

【Abstract】 A generalized compound Poisson process is defined. Its some elementary properties and strongly Markov property are discussed. Under the assumption that the individual distribution function is subexponential,a tail asymptotic relationship of its one-dimensional distribution function is established. It is showed that a linear combination with independently generalized compound Poisson processes is a compound Poisson process.更多还原