Math @ Duke

Publications [#243427] of Richard T. Durrett
Papers Published
 Durrett, RT; Ghurye, SG, WAITING TIMES WITHOUT MEMORY.,
J Appl Probab, vol. 13 no. 1
(1976),
pp. 6575
(last updated on 2017/12/16)
Abstract: A waiting time without memory, or ageindependent residual lifetime, is a positivevalued 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 timedomains than the positive reals. As a side issue, there is discussion of a stochastic variation of Cauchy's functional equation.


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