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Let $x\in [0,1)$, $L_x = x + \mathbb Z_+$ and $(t_k)_k$ be a sequence of i.i.d exponentially distributed random variables with parameter $\lambda>0$.

Then I think that

$\lim_{k\rightarrow\infty}\left[\frac{1}{k} \#\left\{ \ [0,\sum_{j=1}^k t_k]\cap L_x \right\}\right]$

exists a.s., is independent of $x$ and equals $\frac{1}{\lambda}$. This should follow from the law of large numbers saying that $\frac{1}{k}\sum_{j=1}^k t_j \rightarrow 1/\lambda$ a.s.

How can I make this precise?

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1 Answer 1

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Hint: it suffices to do the cases $x=0$ and $x=1$.

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  • $\begingroup$ Got it, thanks. $\endgroup$
    – Hans
    Oct 21, 2013 at 15:59

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