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| | Stochastic Processes: Appendix A |
 | | By counting process point of view, N(0) = 0 (the number of jumps in the process N is zero at t = 0). |
 | | Karlin and Taylor ("A Second Course in Stochastic Processes", Academic Press, 1981), p.432, states "The general Lévy process can be represented as a sum of a Brownian motion, a uniform translation, and a limit (actually, an integral) of a one-parameter family of compound Poisson processes, where all the contributing basic processes are mutually independent". |
 | | Bernoulli distribution is the building block to construct many other distributions in probability, such as binomial, geometric, hypergeometric, negative binomial, and Poisson. |
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