The Limiting Behavior for Observations That Change with Time

The Limiting Behavior for Observations That Change with Time

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摘要 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.

作者 Xiuyun WANG Zhengyan LIN

机构地区 Department of Mathematics

出处《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2007年第1期123-134,共12页 数学年刊（B辑英文版）

基金 Project supported by the National Natural Science Foundation of China (No. 10571159, No. 10371109) the Specialized Research Fund for the Doctor Program of Higher Education (No. 20060335032).

关键词 Stochastic system Strong laws of large numbers Random weighted sums Poisson process 随机系统限制行为 Poisson过程非均匀性

分类号 O17 [理学—基础数学]

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参考文献8

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Chinese Annals of Mathematics,Series B

2007年第1期

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The Limiting Behavior for Observations That Change with Time

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