Recent content by mikhairu

Thank you for your reply! The full answer is here: http://math.stackexchange.com/questions/31329/distribution-of-compound-poisson-process

Hello, I am trying to find a characteristic function (CF) of a Compound Poisson Process (CPP) and I am stuck :(. I have a CPP defined as X(t) = SIGMA[from j=1 to Nt]{Yj}. Yj's are independent and are Normally distributed. So, in trying to find the CF of X I do the following: (Notation...