Sojourn Time Problems
Takacs, Lajos
Ann. Probab., Tome 2 (1974) no. 6, p. 420-431 / Harvested from Project Euclid
It is supposed that in the time interval $(0, \infty)$ a stochastic process is alternately in states $A$ and $B$. Denote by $\alpha_1, \beta_1, \alpha_2, \beta_2, \cdots$ the lengths of the successive intervals spent in states $A$ and $B$ respectively. In this paper the distribution and the asymptotic distribution of the total time spent in state $A(B)$ in the interval $(0, t)$ are determined in the case where $(\alpha_1, \beta_1), (\alpha_2, \beta_2), \cdots$ are mutually independent and identically distributed vector variables.
Publié le : 1974-06-14
Classification:  Sojourn times,  exact distributions,  limiting distributions,  examples,  60G50,  60F05
@article{1176996657,
     author = {Takacs, Lajos},
     title = {Sojourn Time Problems},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 420-431},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996657}
}
Takacs, Lajos. Sojourn Time Problems. Ann. Probab., Tome 2 (1974) no. 6, pp.  420-431. http://gdmltest.u-ga.fr/item/1176996657/