ON THE SPEED OF CONVERGENCE TO AN EXPONENTIAL DISTRIBUTION FOR THE TIME OF THE FIRST OCCURRENCE OF A RARE EVENT IN A REGENERATING PROCESS

  • Authors:

  • Hanqin Zhang;Wei Li

  • Affiliations:

  • Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn;Institute of Applied Mathematics, Academy of Mathematics and System Science, Academia Sinica, Beijing, 100080, China, E-mail: hanqin@amath8.amt.ac.cn

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2002

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Abstract

In this article, the time of the first occurrence of a rare event in a regenerating process is investigated. We obtain the bound of deviation from the distribution of the time of the first occurrence of a rare event in a regenerating process to an exponential distribution.