Sharp bounds for exponential approximations under a hazard rate upper bound
Publication:3449936
DOI10.1239/jap/1445543850zbMath1331.60037MaRDI QIDQ3449936
Publication date: 30 October 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1445543850
Kolmogorov distance; first passage time; hazard rate; exponential approximation; birth and death chain; geometric convolution; DMRL distribution
60E15: Inequalities; stochastic orderings
90B25: Reliability, availability, maintenance, inspection in operations research
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60J27: Continuous-time Markov processes on discrete state spaces
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
Related Items
Cites Work
- Error bounds for exponential approximations of geometric convolutions
- Approximating IMRL distributions by exponential distributions, with applications to first passage times
- Markov chain models - rarity and exponentiality
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
- Stochastic bounds for the single-server queue
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item