BACKWARD-RECURRENCE TIME
Reference work entry
First Online:
DOI: https://doi.org/10.1007/1-4020-0611-X_52
Suppose events occur at times T1, T2, ... such that the interevent times Tk − Tk−1 are mutually independent, positive random variables with a common cumulative distribution function. Choose an arbitrary time t. The backward recurrence time at t is the elapsed time since the most recent occurrence of an event prior to t.
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© Kluwer Academic Publishers 2001