2863概率中等derivationmedium
A Batch-Size Compound Poisson Desk Flow
题目
Trades arrive according to . Each trade contributes a batch size taking values with probabilities , independently across trades and from . Let \[ S=\sum_{k=1}^N B_k. \] Find the MGF of , and compute and .
解题计时
0:00
提交作答时记录,用于后续平均用时统计。