On upper bounds for the tail distribution of geometric sums of subexponential random variables

DOI10.1007/S11134-009-9125-XzbMATH Open1175.90113arXiv0805.4548OpenAlexW1984696639MaRDI QIDQ1039620FDOQ1039620

Authors: Andrew Richards 

Publication date: 23 November 2009

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several improvements and one correction are made, which enables the constructed bound to be significantly tighter. Several examples are given, showing how to implement the theoretical result.

Full work available at URL: https://arxiv.org/abs/0805.4548

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zbMATH Keywords

upper boundssubexponential distributiongeometric sumGI/GI/1

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

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Cited In (3)

• Title not available (Why is that?)
• How to measure the accuracy of the subexponential approximation for the stationary single server queue
• Upper bounds for the maximum of a random walk with negative drift

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