Rare events for stationary processes
نویسندگان
چکیده
منابع مشابه
Rare Events for Stationary Processes
Kielson (1979) and Aldous (1989) have given expressions for the asymptotics of the mean time until a rare event occurs. Here we extend these results beyond the Markov-ian setting using the theory for stationary point processes. We introduce two notions of asymptotic exponentiality and asymptotic independence and we study their implications on the asymptotics of the mean value of this hitting ti...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(00)00018-1