A Functional Limit Theorem for Observations That Change with Time

Zeteng Lin () and X. Wang
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X. Wang: Zhejiang University

Journal of Theoretical Probability, 2004, vol. 17, issue 4, 887-903

Abstract: Abstract 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.

Keywords: Functional limit theorem; Poisson process; random weighted sums; Strong laws of large numbers (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s10959-004-0580-3

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