English

Time inhomogeneity in longest gap and longest run problems

Probability 2016-11-22 v2

Abstract

Consider an inhomogeneous Poisson process and let DD be the first of its epochs which is followed by a gap of size >0\ell>0. We establish a criterion for D<D<\infty a.s., as well as for DD 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 DD is the waiting time for the first run of ones of length \ell. A main motivation comes from computer reliability, where D+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.

Keywords

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}
}
R2 v1 2026-06-22T11:11:20.818Z