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The favorite point of a Poisson process

In this paper we consider the most visited site, Xt, of a Poisson process up to time t. Our point of departure from the literature on maximal spacings is our asymptotic analysis of where the maximal spacing occurs (i.e., the size of Xt) and not the size of the spacings.
Year of publication:
1995
Authors: Khoshnevisan, Davar ; Lewis, Thomas M.
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 57.1995, 1, p. 19-38
Publisher: Elsevier
Subject: Poisson process Occupation times Association
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008875033
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