Time inhomogeneity in longest gap and longest run problems

2015/10/02 by Asmussen, Søren, Ivanovs, Jevgenijs, Nielsen, Anders Rønn
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1510.00579

Abstract

Consider an inhomogeneous Poisson process and let D be the first of its epochs which is followed by a gap of size ℓ>0. We establish a criterion for D

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