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

DOI10.1081/STM-120028389zbMATH Open1035.60011OpenAlexW2007342708MaRDI QIDQ4451554FDOQ4451554

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

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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)

Cites Work

• Title not available (Why is that?)
• Exponential bounds for queues with Markovian arrivals
• Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type

Cited In (7)

• Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable
• Title not available (Why is that?)
• Tail probability of random variable and Laplace transform
• Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance
• Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable.
• Title not available (Why is that?)
• Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumps

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