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Time inhomogeneity in longest gap and longest run problems

Asmussen, S; Ivanovs, J; Nielsen, AR

Asmussen, S (reprint author), Aarhus Univ, Dept Math, DK-8000 Aarhus C, Denmark.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2017; 127 (2): 574

Abstract

Consider an inhomogeneous Poisson process and let D be the first of its epochs which is followed by a gap of size l > 0. We establish a criterion f......

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