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Limiting behaviours of the longest gaps between occurrence epochs in poisson processes
(Makerere University, 2022-02)
This study concerns the limiting behaviours of the longest gap, between epochs in Poisson processes up to time t using large deviation theory. This theory is an area of probability theory which provides tools for studying ...
General large deviations of longest gaps in homogeneous Poisson processes
(Elsevier, 2020)
Let (N(t))t≥0 be a homogeneous Poisson process with unit intensity. The longest gap L(t)of this process is the maximal time subinterval between epochs of arrival times up to time t, and it finds applications in the theory ...