@article{oai:ynu.repo.nii.ac.jp:00006831,
 author = {Takahata, Hiroshi},
 issue = {1},
 journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学},
 month = {},
 note = {application/pdf, Let ＄￥{X_{t} : t￥geqq 0￥}＄ be a stochastic process with continuous time paramenter and ＄m(￥cdot)＄ a measure on ＄ R_{+}=[0, ￥infty＄). For large ＄T＄ the value of the integral ＄￥int_{0}^{T}X_{t}m(dt)＄ is approximated by ＄￥int_{0}^{T}X_{t}N(dt)＄ , where ＄N＄ is the Poisson random process with mean measure ＄m(￥cdot)＄ . The strong law and the law of the iterated logarithm of large numbers are proved for the difference of these two integrals under very mild conditions. Any structures for ＄￥{X_{t}￥}＄ such as stationarity, ergodicity and mixing properties are not assumed.},
 pages = {37--48},
 title = {STRONG LAWS FOR THE POISSON SAMPLED STOCHASTIC PROCESSES},
 volume = {39},
 year = {1991}
}