On distributions having the almost-lack-of-memory property

Stefanka Chukova, Boyan Dimitrov

Research output: Contribution to journalArticlepeer-review

Abstract

It is shown that random variables X exist, not exponentially or geometrically distributed, such that P{X - b greater-than-or-equal-to x \ X greater-than-or-equal-to b} = P{X greater-than-or-equal-to x} for all x > 0 and infinitely many different values of b. A class of distributions having the given property is exhibited. We call them ALM distributions, since they almost have the lack-of-memory property. For a given subclass of these distributions some phenomena relating to service by an unreliable server are discussed.
Original languageAmerican English
JournalJournal of Applied Probability
Volume29
StatePublished - Sep 1 1992

Disciplines

  • Mathematics

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