Keywords
Laplace Transform, catastrophe, Poisson process, traffic
Abstract
We consider a task which has a completion time T (if not interrupted), which is a random variable with probability density function (pdf) f(t), t>0. Before it is complete, the task may be interrupted by a Poisson process with rate lambda. If that happens, then the task must begin again, with the same completion time random variable T, but with a potentially different realization. These interruptions can reoccur, until eventually the task is finished, with a total time of W. In this paper, we will find the Laplace Transform of W in several special cases.
Primary Advisor
Dr. Myron Hlynka
Program Reader
Dr. Abdulkadir Hussein
Degree Name
Master of Science
Department
Mathematics and Statistics
Document Type
Major Research Paper
Convocation Year
2020
Included in
Applied Statistics Commons, Other Statistics and Probability Commons, Probability Commons, Statistical Theory Commons