This paper derives results for computing the first two moments of times in transient states and times to absorption in a transient semi-Markov process. An illustrative example is presented at the end.

A general two-dimensional random walk is considered with a barrier along the y-axis. Absorption probabilities are derived when the barrier is absorbing, and when it is semi-reflecting.

If X(t) is a Wiener process with EX(t) = vt and var X(t) = σ2t (where v > 0) and if M(t) = max0≦τ≦tX(τ) and Ta is the time of first passage through level a (where a > 0) we show that where is the coefficient of variation of Ta. Applications of the result to the “maturity-time” representation of cell-growth and to queues with heavy traffic are discussed.

This note gives elementary proofs for the characterizations of the Poisson distribution given by Rao and Rubin (1964) and Talwalker (1970) and disproves a conjecture of R. C. and A. B. L. Srivastava (1970).

A characterization theorem of the exponential distribution by Ahsanullah and Rahman is examined in contrast to existing results by several other authors.

Let A1, A2, ···, An be events on a given probability space and let Br, n be the event that exactly r of the A's occur. Let further Sk (n) be the kth binomial moment of the number of the A's which occur. A sufficient condition is given for the existence of lim P (Br,n), as n→ + ∞, in terms of limits of the Sk(n)'s and a formula is given for the limit above. This formula for the limit is similar to the sieve theorem of Takács (1967) for infinite sequences of events and in the proof we make use of Takács's analytic method. The result is immediately applicable to the limit distribution of the maximum of (dependent) random variables X1, X2, ···, Xn by choosing Aj = {Xj ≧ x}. Our main theorem is reformulated for this special case and an example is given for illustration.