Compound geometric approximation under a failure rate constraint

DOI10.1017/JPR.2016.35MaRDI QIDQ2836226zbMATH OpenOpenAlexFDO

Authors Fraser Daly

Publication date 9 December 2016

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.06498

zbMATH Keywords

birth-death processcompound geometric distributionfailure ratehazard rate orderingM/G/1 queuePoisson process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: We consider compound geometric approximation for a nonnegative, integer-valued random variable $W$. The bound we give is straightforward but relies on having a lower bound on the failure rate of $W$. Applications are presented to M/G/1 queuing systems, for which we state explicit bounds in approximations for the number of customers in the system and the number of customers served during a busy period. Other applications are given to birth-death processes and Poisson processes.

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Cited in

(9)

• Failure rate and characterization of the geometrical distribution
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary m-dependent random variables
• Properties and estimation of a bivariate geometric model with locally constant failure rates
• Stein's method for the single server queue in heavy traffic
• On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
• A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
• On geometric-type approximations with applications
• Stein's method for asymmetric Laplace approximation
• On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables

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