be a nonhomogeneous Poisson process of intensity λ(t), t > 0, and let Y1,Y2, . . . be independent and identically distributed nonnegative random variables with cumulative distribution function Suppose...

be a nonhomogeneous Poisson process of intensity λ(t), t > 0, and let Y₁,Y₂, . . . be independent and identically distributed nonnegative random variables with cumulative distribution function

Suppose that the intensity process averages out in the sense that