Uniform renewal theory with applications to expansions of random geometric sums
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Publication:5443152
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Cites work
- scientific article; zbMATH DE number 1122116 (Why is no real title available?)
- Applied Probability and Queues
- Approximations for the probability of ruin within finite time
- Comment on ‘Corrected diffusion approximations in certain random walk problems'
- Corrected diffusion approximations in certain random walk problems
- Estimates for overshooting an arbitrary boundary by a random walk and their applications
- Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times
- Ladder heights, Gaussian random walks and the Riemann zeta function
- Markov chain models - rarity and exponentiality
- On Moment Generating Functions and Renewal Theory
- Probability approximations via the Poisson clumping heuristic
- Probability. Theory and examples.
- Remainder term estimates of the renewal function
- Sequential analysis. Tests and confidence intervals
- Tauberian remainder theorems
- Uniform Markov renewal theory and ruin probabilities in Markov random walks.
Cited in
(13)- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
- Trigonometric series and self-similar sets
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
- Dispersion models for geometric sums
- An extension of random summations of independent and identically distributed random variables
- Renewal function asymptotics refined á la Feller
- Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
- Connecting renewal age processes with M/D/1 and M/D/\(\infty \) queues through stick breaking
- Finitary isomorphisms of renewal point processes and continuous-time regenerative processes
- Compensating for dynamic supply disruptions: backup flexibility design
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
- Uniform approximations for the \(M/G/1\) queue with subexponential processing times
- On the weak limit theorems for geometric summations of independent random variables together with convergence rates to asymmetric Laplace distributions
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