Publications (FIS)
Rarity and exponentiality
An extension of Keilson's theorem, with applications
- authored by
- Rudolf Grübel, Marcus Reich
- 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.
- Organisation(s)
-
Institute of Actuarial and Financial Mathematics
- Type
- Article
- Journal
- Journal of applied probability
- Volume
- 42
- Pages
- 393-406
- No. of pages
- 14
- ISSN
- 0021-9002
- Publication date
- 06.2005
- Publication status
- Published
- Peer reviewed
- Yes
- ASJC Scopus subject areas
- Statistics and Probability, General Mathematics, Statistics, Probability and Uncertainty
- Electronic version(s)
-
https://doi.org/10.1239/jap/1118777178 (Access:
Open)