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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

Hanqin Zhang  and
Wei Li
Hanqin Zhang
Affiliation:
Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn
Wei Li
Affiliation:
Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn
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Abstract

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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