• Title of article

    Time spent below a random threshold by a Poisson driven sequence of observations.

  • Author/Authors

    Kirmani، S. N. U. A. نويسنده , , Wesolowski، Jacek نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    -806
  • From page
    807
  • To page
    0
  • Abstract
    The mean and the variance of the time S(t) spent by a system below a random threshold until t are obtained when the system level is modelled by the current value of a sequence of independent and identically distributed random variables appearing at the epochs of a nonhomogeneous Poisson process. In the case of the homogeneous Poisson process, the asymptotic distribution of S(t)/t as t - (infinity) is derived.
  • Keywords
    nonhomogeneous Poisson process , Poisson driven sequence of observations , limit theorems , random threshold , Exceedance statistics , Order statistics
  • Journal title
    JOURNAL OF APPLIED PROBABILITY
  • Serial Year
    2003
  • Journal title
    JOURNAL OF APPLIED PROBABILITY
  • Record number

    78411