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Poisson process Occupation times Association 1
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Khoshnevisan, Davar 1 Lewis, Thomas M. 1
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Stochastic Processes and their Applications 1
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The favorite point of a Poisson process
Khoshnevisan, Davar; Lewis, Thomas M. - In: Stochastic Processes and their Applications 57 (1995) 1, pp. 19-38
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.
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