Title of article :
Time spent below a random threshold by a Poisson driven sequence of observations.
Author/Authors :
Kirmani، S. N. U. A. نويسنده , , Wesolowski، Jacek نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-806
From page :
807
To page :
0
Abstract :
The mean and the variance of the time S(t) spent by a system below a random threshold until t are obtained when the system level is modelled by the current value of a sequence of independent and identically distributed random variables appearing at the epochs of a nonhomogeneous Poisson process. In the case of the homogeneous Poisson process, the asymptotic distribution of S(t)/t as t - (infinity) is derived.
Keywords :
nonhomogeneous Poisson process , Poisson driven sequence of observations , limit theorems , random threshold , Exceedance statistics , Order statistics
Journal title :
JOURNAL OF APPLIED PROBABILITY
Serial Year :
2003
Journal title :
JOURNAL OF APPLIED PROBABILITY
Record number :
78411
Link To Document :
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