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General large deviations of longest gaps in homogeneous Poisson processes
Makerere Univ, Uganda.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering.
2020 (English)In: Journal of Mathematical Analysis and Applications, ISSN 0022-247X, E-ISSN 1096-0813, Vol. 489, no 2, article id 124194Article in journal (Refereed) Published
Abstract [en]

Let (N(t)) (t >= 0) be a homogeneous Poisson process with unit intensity. The longest gap L(t) of this process is the maximal time subinterval between epochs of arrival times up to time t, and it finds applications in the theory of reliability. It has been known since the 1980s that the longest gap obeys the laws of large numbers L(t)/ ln t -> 1as t -> infinity almost surely. However large deviation probabilities of the longest gap have not been well developed yet, and in this paper we derive such large deviations with a very general speed. The main tool is to establish a global estimation for the distribution function of the longest gap which is of independent interest. (C) 2020 Elsevier Inc. All rights reserved.

Place, publisher, year, edition, pages
ACADEMIC PRESS INC ELSEVIER SCIENCE , 2020. Vol. 489, no 2, article id 124194
Keywords [en]
Longest gap; Poisson process; Large deviation
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:liu:diva-166459DOI: 10.1016/j.jmaa.2020.124194ISI: 000535981000026OAI: oai:DiVA.org:liu-166459DiVA, id: diva2:1444155
Note

Funding Agencies|Sida-bilateral program with Makerere University phase IV 2015-2020 project 316: Capacity Building in Mathematics and its Applications

Available from: 2020-06-20 Created: 2020-06-20 Last updated: 2020-06-20

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Yang, Xiangfeng
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