本博文探讨了无穷可分分布的Levy-Khintchine表述,详情见附件,供参考。 CONTENTS I. Notes and Notation 2 A. Notes 2 B. Notation 2 II. Levy-Khintchine Formula 3 A. First Representation 3 B. Second Representation 3 III. Examples 4 A. Poisson Distribution 4 B. Compound Poisson Distribution 4 ...
本博文介绍了无穷可分分布的定义及一些常见的例子,详情参看附件,供参考! 博文完成于2012-11-14,2012-11-16 第一次修改。 CONTENTS I. Definition 2 A. By Random Variables 2 B. By Distributions 2 C. By Characteristic Functions 2 II. Examples 2 A. Poisson Distribution 2 B. Compound Poisson ...
本博文的内容包括: CONTENTS I. Additive Process, Random Walk and Levy Process 2 A. Additive Process 2 B. Random Walk 2 C. Levy Process 2 II. Examples of Levy Process 3 A. Poisson Process (泊松过程) 3 B. Compound Poisson Process (组合泊松过程) 详情请看附件,供参考! Levy ...