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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
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