Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that the

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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

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 06, 2024 09:01 AM

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Let {X(t), t 0} be a compound Poisson process with X(t) = X,, and suppose that the

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Stochastic Processes

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