On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution

DOI10.1081/STM-120028389MaRDI QIDQ4451554zbMATHOpenAlexFDO

Authors Kenji Nakagawa

Publication date 26 February 2004

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/stm-120028389

zbMATH Keywords

Markov chainexponential decay ratecomplex function theorytail of distributionCauchy-Hadamard's theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue
• Exponential bounds for queues with Markovian arrivals
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type

Cited in

(7)

• scientific article; zbMATH DE number 1867246 (Why is no real title available?)
• Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable.
• Logarithmic asymptotics for the \(GI /G/1\)-type Markov chains and their applications to the \(BMAP /G/1\) queue with vacations
• Tail probability of random variable and Laplace transform
• Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable
• Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps

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