Rarity and exponentiality: An extension of Keilson's theorem, with applications

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • Rudolf Grübel
  • Marcus Reich

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OriginalspracheEnglisch
Seiten (von - bis)393-406
Seitenumfang14
FachzeitschriftJournal of applied probability
Jahrgang42
Ausgabenummer2
PublikationsstatusVeröffentlicht - Juni 2005

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.

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Rarity and exponentiality: An extension of Keilson's theorem, with applications. / Grübel, Rudolf; Reich, Marcus.
in: Journal of applied probability, Jahrgang 42, Nr. 2, 06.2005, S. 393-406.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Grübel R, Reich M. Rarity and exponentiality: An extension of Keilson's theorem, with applications. Journal of applied probability. 2005 Jun;42(2):393-406. doi: 10.1239/jap/1118777178
Grübel, Rudolf ; Reich, Marcus. / Rarity and exponentiality : An extension of Keilson's theorem, with applications. in: Journal of applied probability. 2005 ; Jahrgang 42, Nr. 2. S. 393-406.
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