The lifetime of a random set

被引:1
|
作者
Kiessler, PC [1 ]
Nimitkiatklai, K [1 ]
机构
[1] Clemson Univ, Dept Math Sci, Clemson, SC 29634 USA
关键词
Weibull distribution; extreme value theory; interacting particle system;
D O I
10.1239/jap/1118777188
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 consider the lifetimes of systems that can be modeled as particles that move within a bounded region in R-n. Particles move within the set according to a random walk, and particles that leave the set are lost. We divide the set into equal cells and define the lifetime of the set as the time required for the number of particles in one of the cells to fall below a predetermined threshold. We show that the lifetime of the system, given a sufficiently large number of particles, is Weibull distributed.
引用
收藏
页码:566 / 580
页数:15
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