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.
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.
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@article{CRMATH_2002__334_8_705_0, author = {Maumy, Myriam}, 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}, url = {http://archive.numdam.org/articles/10.1016/S1631-073X(02)02293-8/} }
TY - JOUR AU - Maumy, Myriam TI - Sur les oscillations du processus de Poisson composé JO - Comptes Rendus. Mathématique PY - 2002 SP - 705 EP - 708 VL - 334 IS - 8 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/S1631-073X(02)02293-8/ DO - 10.1016/S1631-073X(02)02293-8 LA - fr ID - CRMATH_2002__334_8_705_0 ER -
%0 Journal Article %A Maumy, Myriam %T Sur les oscillations du processus de Poisson composé %J Comptes Rendus. Mathématique %D 2002 %P 705-708 %V 334 %N 8 %I Elsevier %U http://archive.numdam.org/articles/10.1016/S1631-073X(02)02293-8/ %R 10.1016/S1631-073X(02)02293-8 %G fr %F CRMATH_2002__334_8_705_0
Maumy, Myriam. 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. http://archive.numdam.org/articles/10.1016/S1631-073X(02)02293-8/
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