scientific article; zbMATH DE number 1040052

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Queueing theory (aspects of probability theory) (60K25)

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Cited in

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On lower limits and equivalences for distribution tails of randomly stopped sums
On upper bounds for the tail distribution of geometric sums of subexponential random variables
Weak limits for multivariate random sums
Bounds for geometric sums used for evaluation of reliability of regenerative models
Comparison of ruin probability estimates in the presence of heavy tails
Testing symmetry under a skew Laplace model.
New order preserving properties of geometric compounds.
Hazard function and characterizations on distribution tails of nonnegative random variables
Computer simulation of geometric stable distributions
Simple approximations of ruin probabilities
Fractional moment estimation of Linnik and Mittag-Leffler parameters
Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
Discrete dispersion models and their Tweedie asymptotics
Geometric dispersion models with real quadratic v-functions
Lindeberg's method for moderate deviations and random summation
On steady state probabilities of renewable system with Marshal-Olkin failure model
Operator geometric stable laws
Power tailed ruin probabilities in the presence of risky investments.
Estimates of stability of geometric convolutions
Simple bounds for terminating Poisson and renewal shock processes
Total variation error bounds for geometric approximation
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
On the rates of convergence in central limit theorems for compound random sums of independent random variables
On the order of approximation in limit theorems for negative-binomial sums of strictly stationary m-dependent random variables
Convergence and inference for mixed Poisson random sums
Refinements of bounds for tails of compound distributions and ruin probabilities
Tempered positive Linnik processes and their representations
Digamma distribution as a limit for the integral balance index
On the rate of convergence in limit theorems for negative-binomial random sums
Geometric sums, size biasing and zero biasing
An extension of Zolotarev's problem and some related results
Finitary isomorphisms of renewal point processes and continuous-time regenerative processes
On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
On the generalized Benford law
Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
On Poisson-exponential-Tweedie models for ultra-overdispersed count data
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
Variability comparisons for some mixture models with stochastic environments in biosciences and engineering
Limit theorems for nearly unstable Hawkes processes
A mixed bivariate distribution with exponential and geometric marginals
New rates for exponential approximation and the theorems of Rényi and Yaglom
Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
Terminating renewal processes: analytical-statistical estimates and their efficiency
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
On approximations to the ruin probability for the classical risk process
Continuity Estimates for Ruin Probabilities
Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
Pessimistic approximations of the reliability for regenerative models
Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes
Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
Hitting times and the running maximum of Markovian growth-collapse processes
Extremal subexponentiality in ruin probabilities
ApproximatingM/G/1 Waiting Time Tail Probabilities
On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures
Improved Asymptotics for Ruin Probabilities
New shock models based on the generalized Polya process
On the overflow time of a fluid model
On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
Convergence rate of random geometric sum distributions to the Laplace law
Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models
Sums of Independent Random Vectors: Proximity Estimating
Stein's method for compound geometric approximation
Connecting renewal age processes with M/D/1 and M/D/ queues through stick breaking
How to measure the accuracy of the subexponential approximation for the stationary single server queue
Approximation of Reliability for a large system with non-markovian repair-times
Nonlinearly perturbed stochastic processes and systems
Simple continuity inequalities for ruin probability in the classical risk model
90 years of the Lindeberg method
On the accuracy of phase-type approximations of heavy-tailed risk models
Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
An extension of random summations of independent and identically distributed random variables
Limit distributions for doubly stochastically rarefied renewal processes and their properties
Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
Bounds for the concentration functions of random sums under relaxed moment conditions
Some properties of ageing notions based on the moment-generating-function order
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
A non-exponential generalization of an inequality arising in queueing and insurance risk
On sensitivity analysis of steady state probabilities of double redundant renewable system with Marshall-Olkin failure model
scientific article; zbMATH DE number 7470640 (Why is no real title available?)
New error bounds for Laplace approximationviaStein’s method
On the weak limit theorems for geometric summations of independent random variables together with convergence rates to asymmetric Laplace distributions
A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
On the rates of convergence in weak limit theorems for normalized geometric sums
On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
Stability estimates of generalized geometric sums and their applications
Comparing the distributions of sums of independent random vectors
Non-exponential bounds for stop-loss premiums and ruin probabilities
A Functional Approach for Ruin Probabilities
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A mixed bivariate distribution connected with geometric maxima of exponential variables
Tails of Stopped Random Products: The Factoid and Some Relatives
Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
Functional sensitivity analysis of ruin probability in the classical risk models
On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
Some estimates of geometric sums
On the randomized Bernstein approximation theorem and the order of approximation
Energy-constrained random walk with boundary replenishment
Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications

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