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Competing exponential clocks
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Area of mathematics
Probability and statistics
Probability theory
Probability distribution
Continuous probability distribution
Exponential distribution
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Words: 41
For independent exponential variables
S
i
of rates
q
i
and
Q
=
∑
i
q
i
, let
T
=
min
i
S
i
and let
K
be the minimizing index. Then
P
(
K
=
k
,
T
≥
t
)
=
Q
q
k
e
−
Qt
.
(75)
Consequently
T
is exponential with rate
Q
,
P
(
K
=
k
)
=
q
k
/
Q
, and
K
and
T
are independent.
Ancestors
(8)
Exponential distribution
Continuous probability distribution
Probability distribution
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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