The Limiting Behavior for Observations That Change with Time

Citation:

Xiuyun WANG,Zhengyan LIN.The Limiting Behavior for Observations That Change with Time[J].Chinese Annals of Mathematics B,2007,28(1):123~134
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Authors:

Xiuyun WANG; Zhengyan LIN

Foundation:

Project supported by the National Natural Science Foundation of China (No. 10571159, No. 10371109) and the Specialized Research Fund for the Doctor Program of Higher Education (No. 20060335032).
Abstract: Consider a system where units have random magnitude entering according to a homogeneous or nonhomogeneous Poisson process, while in the system, a unit’s magnitude may change with time. In this paper, the authors obtain some results for the limiting behavior of the sum process of all unit magnitudes present in the system at time t.

Keywords:

Stochastic system, Strong laws of large numbers, Random weighted sums, Poisson process

Classification:

60F15, 60G50
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