Skip to Main content Skip to Navigation
Reports

Rare Events for Stationary Processes

Abstract : Kielson (1979) and Aldous (1989) have given expressions for the asymptotics of the mean time until a rare event occurs. Here we extend these results beyond the Markovian setting using the theory for stationary point processes. We introduce two notions of asymptotic exponentiality and asymptotic independence and we study their implications on the asymptotics of the mean value of this hitting time under various probability measures.
Document type :
Reports
Complete list of metadata

Cited literature [1 references]  Display  Hide  Download

https://hal.inria.fr/inria-00073492
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 1:02:27 PM
Last modification on : Saturday, January 27, 2018 - 1:31:29 AM
Long-term archiving on: : Sunday, April 4, 2010 - 11:47:58 PM

Identifiers

  • HAL Id : inria-00073492, version 1

Collections

Citation

François Baccelli, D. R. Mcdonald. Rare Events for Stationary Processes. RR-3197, INRIA. 1997. ⟨inria-00073492⟩

Share

Metrics

Record views

254

Files downloads

205