On averages seen by arrivals in discrete time
- 7 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 1084-1086
- https://doi.org/10.1109/cdc.1989.70300
Abstract
A study is made of the limiting behavior of averages from an embedded stochastic process obtained by sampling a discrete-time stochastic process at points of an associated discrete-time stochastic point process. It is determined when the limit of the averages from the embedded process coincides with the limit of the averages from the original process. In a certain stationary Markov framework, this happens if and only if the point process is a Bernoulli sequence with future points being independent of the state of the Markov process.Keywords
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