Sur les oscillations du processus de Poisson composé
[On the oscillations of compound empirical processes]
Comptes Rendus. Mathématique, Volume 334 (2002) no. 8, pp. 705-708.

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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Accepted:
Published online:
DOI: 10.1016/S1631-073X(02)02293-8
Maumy, Myriam 1

1 LSTA, Université Paris VI, boı̂te Courrier 158, 8
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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://www.numdam.org/articles/10.1016/S1631-073X(02)02293-8/

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