On a probability problem connected with railway traffic

DOI10.1155/S1048953391000011MaRDI QIDQ2640253zbMATH OpenFDO

Authors Lajos Takács

Publication date 1991

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46568

zbMATH Keywords

Bernoulli excursioninventory of locomotiveslimit theoremsstorage problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inventory, storage, reservoirs (90B05)

Review text

Summary: Let \(F_ n(x)\) and \(G_ n(x)\) be the empirical distribution functions of two independent samples, each of size n, in the case where the elements of the samples are independent random variables, each having the same continuous distribution function V(x) over the interval (0,1). Define a statistic \(\theta_ n\) by \[ \theta_ n/n=\int^{1}_{0}[F_ n(x)-G_ n(x)]dV(x)-\min_{0\leq x\leq 1}[F_ n(x)-G_ n(x)]. \] The limits of \(E\{(\theta_ n/\sqrt{2n})^ r\}\) \((r=0,1,2,...)\) and \(P\{\theta_ n/\sqrt{2n}\leq x\}\) are determined for \(n\to \infty\). The problem of finding the asymptotic behavior of the moments and the distribution of \(\theta_ n\) as \(n\to \infty\) has arisen in a study of the fluctuations of the inventory of locomotives in a randomly chosen railway depot.

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