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This is a preview. Log in through your library . Abstract This paper contains a detailed study of the Poisson cluster process on the real line, concentrating on two aspects; first, the asymptotic ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Journal of Applied Probability, Vol. 44, No. 1 (Mar., 2007), pp. 71-81 (11 pages) In this paper we study two distributions, namely the distribution of the waiting times until given numbers of ...