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Laws of Large Numbers for Observations that Change with Time

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Abstract

Consider a system where units having random magnitude enter according to a nonhomogeneous Poisson process, stay for a random period of time, and then depart. While in the system, a unit's magnitude may change with time. Results are obtained for the strong limiting behavior of the distribution of magnitudes among units present in the system.

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Authors and Affiliations

  1. Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, 52242

    Mark D. Rothmann & Ralph P. Russo

Authors
  1. Mark D. Rothmann
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  2. Ralph P. Russo
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Rothmann, M.D., Russo, R.P. Laws of Large Numbers for Observations that Change with Time. Journal of Theoretical Probability 13, 1013–1025 (2000). https://doi.org/10.1023/A:1007814007981

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  • DOI: https://doi.org/10.1023/A:1007814007981

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