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Publications [#243427] of Richard T. Durrett

Papers Published

  1. Durrett, RT; Ghurye, SG, WAITING TIMES WITHOUT MEMORY., J Appl Probab, vol. 13 no. 1 (1976), pp. 65-75
    (last updated on 2017/12/16)

    Abstract:
    A waiting time without memory, or age-independent residual life-time, is a positive-valued random variable T with the property that for any x, y greater than 0, given that T greater than x, the conditional probability of T greater than x plus y is the same as the unconditional probability of T greater than y; in other words, the physical process operates as if it has no memory concerning the successive occurrences of a certain event. The paper investigates the consequences of defining the property of lack of memory on more general time-domains than the positive reals. As a side issue, there is discussion of a stochastic variation of Cauchy's functional equation.

 

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