A functional limit theorem for observations that change with time

被引：0

作者：

Lin, Z ^{[1
]}

Wang, X ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2004年 / 17卷 / 04期

基金：

高等学校博士学科点专项科研基金; 中国国家自然科学基金;

关键词：

functional limit theorem; Poisson process; random weighted sums; strong laws of large numbers;

D O I：

10.1007/s10959-004-0580-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a system where units having random magnitude enter according to a Poisson process. While in the system, a unit's magnitude may change with time. In this paper we obtain a functional limit theorem for the sum process of all unit magnitudes present in the system at time t.

引用

页码：887 / 903

页数：17

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