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)