Sharp bounds for exponential approximations under a hazard rate upper bound
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.)
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Cites Work
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