Time inhomogeneity in longest gap and longest run problems
Probability
2016-11-22 v2
Abstract
Consider an inhomogeneous Poisson process and let be the first of its epochs which is followed by a gap of size . We establish a criterion for a.s., as well as for 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 is the waiting time for the first run of ones of length . A main motivation comes from computer reliability, where represents the actual execution time of a program or transfer of a file of size in presence of failures (epochs of the process) which necessitate restart.
Cite
@article{arxiv.1510.00579,
title = {Time inhomogeneity in longest gap and longest run problems},
author = {Søren Asmussen and Jevgenijs Ivanovs and Anders Rønn Nielsen},
journal= {arXiv preprint arXiv:1510.00579},
year = {2016}
}