Rarity and exponentiality: an extension of Keilson's theorem, with applications
Keyword(s):
We generalize a theorem due to Keilson on the approximate exponentiality of waiting times for rare events in regenerative processes. We use the result to investigate the limit distribution for a family of first entrance times in a sequence of Ehrenfest urn models. As a second application, we consider approximate pattern matching, a problem arising in molecular biology and other areas.
2005 ◽
Vol 42
(2)
◽
pp. 393-406
◽
2018 ◽
Vol 29
(02)
◽
pp. 315-329
◽