THE DISTRIBUTION OF A RANDOM SUM OF EXPONENTIALS WITH AN APPLICATION TO A TRAFFIC PROBLEM

被引：0

作者：

Recker, Frank ^{[1
]}

机构：

[1] Univ Hagen, Dept Math, D-58084 Hagen, Germany

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2007年 / 76卷

关键词：

Poisson process; stopping time; queuing theory; treffic problems;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study a random sum of exponentially distributed random variables The stopping time is defined to be the first realization, which is greater or equal a given constant. We will derive an expression for the distribution function of this sum. This has applications in determining the waiting time for a large gap in a Poisson process. A.s an example, we will give a traffic problem, where such a waiting time occurs.

引用

页码：142 / 149

页数：8