Time inhomogeneity in longest gap and longest run problems

DOI10.1016/J.SPA.2016.06.018zbMATH Open1395.60009arXiv1510.00579OpenAlexW2192921750MaRDI QIDQ730351FDOQ730351

Authors: Jevgenijs Ivanovs, Anders Rønn-Nielsen, Søren Asmussen 

Publication date: 27 December 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Consider an inhomogeneous Poisson process and let $D$ be the first of its epochs which is followed by a gap of size $ell>0$. We establish a criterion for $D<infty$ a.s., as well as for $D$ being long-tailed and short-tailed, and obtain logarithmic tail asymptotics in various cases. These results are translated into the discrete time framework of independent non-stationary Bernoulli trials where the analogue of $D$ is the waiting time for the first run of ones of length $ell$. A main motivation comes from computer reliability, where $D+ell$ represents the actual execution time of a program or transfer of a file of size $ell$ in presence of failures (epochs of the process) which necessitate restart.

Full work available at URL: https://arxiv.org/abs/1510.00579

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zbMATH Keywords

delay differential equationPoisson point processtail asymptoticsBernoulli trialscomputer reliabilityheads runs

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Combinatorial probability (60C05) Reliability, testing and fault tolerance of networks and computer systems (68M15)

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Cited In (5)

• Generalizations of forest fires with ignition at the origin
• LARGE DEVIATIONS FOR THE LONGEST GAP IN POISSON PROCESSES
• Temporal and spatially heterogeneous finite length runs analysis
• General large deviations of longest gaps in homogeneous Poisson processes
• On the longest gap between power-rate arrivals

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