Hostname: page-component-8448b6f56d-mp689 Total loading time: 0 Render date: 2024-04-23T05:44:20.457Z Has data issue: false hasContentIssue false
  • English
  • Français

ON THE SPEED OF CONVERGENCE TO AN EXPONENTIAL DISTRIBUTION FOR THE TIME OF THE FIRST OCCURRENCE OF A RARE EVENT IN A REGENERATING PROCESS

Published online by Cambridge University Press:  11 January 2002

Hanqin Zhang  and
Wei Li
Hanqin Zhang
Affiliation:
Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn
Wei Li
Affiliation:
Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn
Get access Rights & Permissions [Opens in a new window]

Abstract

In this article, the time of the first occurrence of a rare event in a regenerating process is investigated. We obtain the bound of deviation from the distribution of the time of the first occurrence of a rare event in a regenerating process to an exponential distribution.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 16 , Issue 1 , January 2002 , pp. 121 - 128
Copyright
© 2002 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)