Dans cette Note, nous établissons des lois limites décrivant le comportement local du processus de Poisson composé construit à partir d'un processus de Poisson et d'une suite de variables aléatoires indépendantes et identiquement distribuées. Ces résultats sont motivés par leurs applications naturelles à la théorie des processus empiriques.
In this paper, we describe the local behaviour of compound Poisson processes based on a Poisson process and a sequence of independent and identically distributed random weights. These results are motived by their natural counterparts in the theory of empirical processes.
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Myriam Maumy 1
@article{CRMATH_2002__334_8_705_0, author = {Myriam Maumy}, title = {Sur les oscillations du processus de {Poisson} compos\'e}, journal = {Comptes Rendus. Math\'ematique}, pages = {705--708}, publisher = {Elsevier}, volume = {334}, number = {8}, year = {2002}, doi = {10.1016/S1631-073X(02)02293-8}, language = {fr}, }
Myriam Maumy. Sur les oscillations du processus de Poisson composé. Comptes Rendus. Mathématique, Volume 334 (2002) no. 8, pp. 705-708. doi : 10.1016/S1631-073X(02)02293-8. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02293-8/
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