• Title/Summary/Keyword: POISSON

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Poisson integrals contained in harmonic bergman spaces on upper half-space

  • Yi, Heung-Su
    • Communications of the Korean Mathematical Society
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    • v.12 no.1
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    • pp.51-58
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    • 1997
  • On the setting of the upper half-space, H of the euclidean n-space, we consider the question of when the Poisson integral of a function on the boundary of H is a harmonic Bergman function and here we give a partial answer.

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The Generation of Poisson Random Variates

  • Park, Chae-Ha
    • Journal of Korean Institute of Industrial Engineers
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    • v.1 no.1
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    • pp.87-92
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    • 1975
  • Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

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Laplace Transforms of First Exit Times for Compound Poisson Dams

  • Lee, Ji-Yeon
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.171-176
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    • 2005
  • An infinite dam with compound Poisson inputs and a state-dependent release rate is considered. We build the Kolmogorov's backward differential equation and solve it to obtain the Laplace transforms of the first exit times for this dam.

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WEIGHTED POISSON INTEGRAL IN THE UNIT DISC

  • Koo, Hyung-Woon;Park, Eun-Ui
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1005-1015
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    • 2000
  • In the unit disc, we find a sufficient condition to bound the Bergman norm by the weighted Poisson integral where the given weighted is $\mid$t$\mid$dt.

ON THE MODERATE DEVIATION TYPE FOR RANDOM AMOUNT OF SOME RANDOM MEASURES

  • Hwang, Dae Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.13 no.2
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    • pp.19-27
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    • 2001
  • In this paper we study another kind of the large deviation property, i.e. moderate deviation type for random amount of random measures on $R^d$ about a Poisson point process and a Poisson center cluster random measure.

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THE OPTIMAL CAPACITY OF THE FINITE DAM WITH COMPOUND POISSON INPUTS

  • Bae, Jong-Ho
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.65-71
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    • 2003
  • We consider the finite dam with compound Poisson inputs which is called M/G/1 finite dam. We assign some costs related to operating the dam and calculate the long-run average cost per unit time. Then, we find the optimal dam capacity under which the average costs is minimized.

𝔻-SOLUTIONS OF BSDES WITH POISSON JUMPS

  • Hassairi, Imen
    • Journal of the Korean Mathematical Society
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    • v.59 no.6
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    • pp.1083-1101
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    • 2022
  • In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.