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On a Sojourn Time Problem

Authors: L Takács;

On a Sojourn Time Problem

Abstract

Let $\{ \xi (t),0 \leqq t < \infty \} $ be a probability process such that the variable $\xi (t)$ takes on the two values 0 and 1. Let $\xi _1 ,\eta _1 ,\xi _2 ,\eta _2 , \cdots $ be the intervals of time, passed successively in states 0 and 1. We assume that $\xi _1 ,\eta _1 ,\xi _2 ,\eta _2 , \cdots $ are independent random variables with distribution functions ${\bf P}\{ \xi _n \leqq x\} = G(x)$ and ${\bf P}\{ \eta _n \leqq x\} = H(x)$. Let \[ \beta (t) = \int_0^t {\xi (u)du} \] give the time passed by the system in state 1. In this work the asymptotic distribution of the random variable $\beta (t)$ as $t \to \infty $ is investigated under different assumptions on the asymptotic behavior of the sums $\zeta _n = \xi _1 + \xi _2 + \cdots + \xi _n $ and $\chi _n = \eta _1 + \eta _2 + \cdots + \eta _n $ as $n \to \infty $. Here essentially a special method is used, which allows the study of the variable $\beta (t)$ to be reduced to the study of sums of a random number of independent random variables.

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Powered by OpenAIRE graph
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Top 10%
Top 1%
Average
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