compound-poisson

Tools for creating and working with aggregate probability distributions.

Concept code for predicting precipitation using model fields (temperature, geopotential, wind velocity, etc.) as predictors for sub-areas across the British Isle.

GARCH and Compound Poisson models for VIX tail-risk quantification (HKUST IEDA4000E)

This repository contains an R script that demonstrates the simulation and visualization of a Compound Poisson Process. The code generates sample paths and graphical representations of the process, helping in understanding how jumps accumulate over time in stochastic modeling.

Rigorous analysis of the Amundson sequence G(n) = n^(n+1)/(n+1)^n and the constant A_G: Hausdorff moment representation, compound-Poisson/Levy form, fibre lattices, and endpoint Christoffel asymptotics (Theorem C0).