Poisson: Marked, Compound, Compensated, ...
Taking more of a visual approach with some maths here and there, this video introduces the various generalisations of the Poisson Point Process such as Marked Poisson Process, Compound Poisson, Compensated Poisson, Cluster Poisson (Neyman-Scott, Bartlett-Lewis), Doubly Stochastic (Cox process), Filtered Poisson, and Non-homogenous Poisson processes.
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compound poisson
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Change of probability measure for Poisson process
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