复合广义泊松过程的可加性

Additive Property of Compound Generalized Poisson Process

广义泊松过程常常出现在顾客成批到达或成批服务的排队问题中。已有文献运用概率母函数的方法证明了广义齐次泊松过程的可加性。在此基础上,该文运用特征函数的方法证明了复合广义泊松过程也具有与广义齐次泊松过程相似的可加性。

Generalized Poisson process often appears in the batch arrivals of customers or queuing problems of bulk service.In some literatures,probability generating function method is employed to prove the additive property of generalized-homogeneous Poisson process,based on which,this paper employs characteristic function method to prove that the compound generalized Poisson process has additive property similar to that of generalized-homogeneous Poisson process.