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The asymptotic covariance of two counters

Published online by Cambridge University Press:  24 October 2008

J. F. C. Kingman
J. F. C. Kingman
Affiliation:
Mathematical Institute, University of Oxford
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Abstract

A conjecture of Cox and Isham about the asymptotic form of the covariance of counts in two counters, linked by a partially shared input, is established by means of Smith's theory of cumulative processes and a variant of Wald's identity.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 82 , Issue 3 , November 1977 , pp. 447 - 452
Copyright
Copyright © Cambridge Philosophical Society 1977

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References

REFERENCES

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