On the longest gap between power-rate arrivals
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DOI: 10.3150/17-bej990
Abstract: Let $L_t$ be the longest gap before time $t$ in an inhomogeneous Poisson process with rate function $\lambda_t$ proportional to $t^{\alpha-1}$ for some $\alpha\in(0,1)$. It is shown that $\lambda_tL_t-b_t$ has a limiting Gumbel distribution for… read more here.
Keywords: gap; longest gap; power rate; rate arrivals ... See more keywords