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Rarity and exponentiality: an extension of Keilson's theorem, with applications

Grübel, Rudolf ; Reich, Marcus

Cambridge University Press (CUP) ; 2005

In: Journal of Applied Probability Vol. 42, No. 2 ( 2005-06), p. 393-406

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In: Journal of Applied Probability, Cambridge University Press (CUP), Vol. 42, No. 2 ( 2005-06), p. 393-406

Kurzfassung: We generalize a theorem due to Keilson on the approximate exponentiality of waiting times for rare events in regenerative processes. We use the result to investigate the limit distribution for a family of first entrance times in a sequence of Ehrenfest urn models. As a second application, we consider approximate pattern matching, a problem arising in molecular biology and other areas.

Materialart: Online-Ressource

ISSN: 0021-9002 , 1475-6072

URL: Article

DOI: 10.1239/jap/1118777178

RVK:

SA 6100

Sprache: Englisch

Verlag: Cambridge University Press (CUP)

Publikationsdatum: 2005

ZDB Id: 1474599-9

ZDB Id: 219147-7

SSG: 3,2