ON THE SPEED OF CONVERGENCE TO AN EXPONENTIAL DISTRIBUTION FOR THE TIME OF THE FIRST OCCURRENCE OF A RARE EVENT IN A REGENERATING PROCESS

DOI10.1017/S0269964802161080zbMath1006.60091OpenAlexW2099107922MaRDI QIDQ2784126

Wei Li, Han-Qin Zhang

Publication date: 1 July 2002

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964802161080

zbMATH Keywords

limit theoremmoment condition

Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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