Letter to the Editor—An Extention of Lanchester's Linear Law

A stochastic model of military engagement, which is made up of individual duels, is considered. The process is neither Markovian nor stationary. The starting instants of duels are a Poisson process of density λ. The length of a duel is a random variable with a fairly general distribution. The case where the lengths of duels are subject to the exponential law, is considered as an example.