{"created":"2023-06-20T15:10:36.718205+00:00","id":6831,"links":{},"metadata":{"_buckets":{"deposit":"5fad3683-b611-451f-b930-16a6aeb428c8"},"_deposit":{"created_by":3,"id":"6831","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6831"},"status":"published"},"_oai":{"id":"oai:ynu.repo.nii.ac.jp:00006831","sets":["616:627:657"]},"author_link":["29728"],"item_6_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1991","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"48","bibliographicPageStart":"37","bibliographicVolumeNumber":"39","bibliographic_titles":[{"bibliographic_title":"Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学"}]}]},"item_6_description_17":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_6_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Abstract"}]},"item_6_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Yokohama City University"}]},"item_6_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA0089285X","subitem_source_identifier_type":"NCID"}]},"item_6_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"00440523","subitem_source_identifier_type":"ISSN"}]},"item_6_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Department of Mathematics and Information Sciences, Tokyo Gakugei University, Koganei, Tokyo, 184, Japan"}]},"item_6_version_type_18":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Takahata, Hiroshi"}],"nameIdentifiers":[{"nameIdentifier":"29728","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-09-26"}],"displaytype":"detail","filename":"YMJ_39_N1_1991_037-048.pdf","filesize":[{"value":"798.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"YMJ_39_N1_1991_037-048.pdf","url":"https://ynu.repo.nii.ac.jp/record/6831/files/YMJ_39_N1_1991_037-048.pdf"},"version_id":"c9cb1aa6-24a8-4fcf-93b1-97b06074a7c9"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"STRONG LAWS FOR THE POISSON SAMPLED STOCHASTIC PROCESSES","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"STRONG LAWS FOR THE POISSON SAMPLED STOCHASTIC PROCESSES"}]},"item_type_id":"6","owner":"3","path":["657"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-12-15"},"publish_date":"2009-12-15","publish_status":"0","recid":"6831","relation_version_is_last":true,"title":["STRONG LAWS FOR THE POISSON SAMPLED STOCHASTIC PROCESSES"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T18:51:50.238043+00:00"}