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Chapter 11. Poisson processes.
Manual for SOA Exam MLC.
Chapter 11. Poisson processes.
Section 11.4. Superposition and decomposition of a Poisson
process.
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for SOA Exam MLC. Fall 2009 Edition",
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
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Chapter 11. Poisson processes. Section 11.4. Superposition and decomposition of a Poisson proc
Superposition and decomposition of a Poisson process
We know that:
Theorem 1
Let X Poisson(1) and Y Poisson(2). Suppose that X and
Y are independent. Then, X + Y Poisson(1 + 2).
Next theorem generalizes previous theorem to Poisson processes.
Theorem 2

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

Collections: Mathematics