Article contents
Rarity and exponentiality: an extension of Keilson's theorem, with applications
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
Keywords
MSC classification
- Type
- Research Papers
- Information
- Copyright
- © Applied Probability Trust 2005
References
- 1
- Cited by