Large deviations for the longest gap in Poisson processes

DOI10.1017/S0004972719000972MaRDI QIDQ5212970zbMATH OpenFDO

Authors Joseph Okello Omwonylee

Publication date 31 January 2020

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972719000972

zbMATH Keywords

Laplace transformPoisson processlongest gaplarge-deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Laplace transform (44A10)

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Cites work

• scientific article; zbMATH DE number 3564005 (Why is no real title available?)
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• A general large deviation principle for longest runs
• A log log law for maximal uniform spacings
• Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs
• Asymptotic properties of the maximal subinterval of a Poisson process
• Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
• Large deviations techniques and applications.
• Laws of the iterated logarithm for order statistics of uniform spacings
• On a new law of large numbers
• On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings
• Time inhomogeneity in longest gap and longest run problems

Cited in

(7)

• scientific article; zbMATH DE number 34420 (Why is no real title available?)
• scientific article; zbMATH DE number 34421 (Why is no real title available?)
• Time inhomogeneity in longest gap and longest run problems
• Statistics of the longest interval in renewal processes
• Asymptotic properties of the maximal subinterval of a Poisson process
• General large deviations of longest gaps in homogeneous Poisson processes
• On the longest gap between power-rate arrivals

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