The Limiting Behavior for Observations That Change with Time*

Xiuyun Wang; Zhengyan Lin

doi:10.1007/s11401-004-0378-8

Chinese Annals of Mathematics, Series B ›› 2007, Vol. 28 ›› Issue (1) : 123 -134. DOI: 10.1007/s11401-004-0378-8

Original Articles

The Limiting Behavior for Observations That Change with Time*

Xiuyun Wang ¹^,^a
, Zhengyan Lin ¹^,^b

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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 / 60F15 / 60G50

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Xiuyun Wang, Zhengyan Lin. The Limiting Behavior for Observations That Change with Time*. Chinese Annals of Mathematics, Series B, 2007, 28(1): 123-134 DOI:10.1007/s11401-004-0378-8

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