Question: Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that the X, can only assume a finite set of
Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that the X, can only assume a finite set of possible values. Argue that, for large, the distribution of X(t) is approximately normal N(1) 1-1
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
