Laplace-transform asymptotics of longest gaps in Poisson processes

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dc.contributor.authorOkello Omwonylee, Joseph
dc.contributor.authorOpaka Awichi, Richard
dc.date.accessioned2021-05-07T14:22:00Z
dc.date.available2021-05-07T14:22:00Z
dc.date.issued2019
dc.descriptionPaper presented at the 5th Strathmore International Mathematics Conference (SIMC 2019), 12 - 16 August 2019, Strathmore University, Nairobi, Kenyaen_US
dc.description.abstractIn a Poisson process with constant rate (also known as homogeneous Poisson process) with exponential inter-arrival (waiting time to the next event) time, the longest/largest gap, L(t) which is the maximal inter-arrival time is considered in this paper. The aim was to establish the Laplace transform asymptotic and the large deviation principles related to the longest gap L(t) between epochs of arrival in a homogeneous Poisson process. The result of the investigation suggest two natural and different large deviation principles for the longest gap with two distinct rate functions and speeds.en_US
dc.description.sponsorshipBusitema University, Uganda.en_US
dc.identifier.urihttp://hdl.handle.net/11071/10481
dc.language.isoen_USen_US
dc.publisherStrathmore Universityen_US
dc.subjectLaplace transformen_US
dc.subjectEstimation theoremen_US
dc.subjectLarge deviation principleen_US
dc.subjectLongest gapen_US
dc.titleLaplace-transform asymptotics of longest gaps in Poisson processesen_US
dc.typeArticleen_US
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