The favorite point of a Poisson process

Davar Khoshnevisan and Thomas M. Lewis

Stochastic Processes and their Applications, 1995, vol. 57, issue 1, 19-38

Abstract: 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.

Keywords: Poisson; process; Occupation; times; Association (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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