Rare Events for Stationary Processes - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports Year : 1997

Rare Events for Stationary Processes


Kielson (1979) and Aldous (1989) have given expressions for the asymptotics of the mean time until a rare event occurs. Here we extend these results beyond the Markovian setting using the theory for stationary point processes. We introduce two notions of asymptotic exponentiality and asymptotic independence and we study their implications on the asymptotics of the mean value of this hitting time under various probability measures.


Other [cs.OH]
Fichier principal
Vignette du fichier
RR-3197.pdf (333.27 Ko) Télécharger le fichier

Dates and versions

inria-00073492 , version 1 (24-05-2006)


  • HAL Id : inria-00073492 , version 1


François Baccelli, D. R. Mcdonald. Rare Events for Stationary Processes. RR-3197, INRIA. 1997. ⟨inria-00073492⟩
51 View
104 Download


Gmail Facebook Twitter LinkedIn More