Baccelli, F.; McDonald, D. R. - In: Stochastic Processes and their Applications 89 (2000) 1, pp. 141-173
Keilson (1979, Markov Chain Models -- Rarity and Exponentiality, Springer, New York) and Aldous (1989, Probability approximations via the Poisson Clumping Heuristic, Springer, New York) have given expressions for the asymptotics of the mean time until a rare event occurs. Here we extend these...