Some estimates of geometric sums

DOI10.1016/S0167-7152(01)00136-5MaRDI QIDQ5953897zbMATH OpenOpenAlexFDO

Authors Jean-Louis Bon, Vladimir Kalashnikov

Publication date 29 July 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00136-5

zbMATH Keywords

geometric sumreliabilityrenewal processtruncation

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Reliability and life testing (62N05) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cites work

• Bounds for geometric sums used for evaluation of reliability of regenerative models
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
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• scientific article; zbMATH DE number 1040052 (Why is no real title available?)
• scientific article; zbMATH DE number 3322619 (Why is no real title available?)
• Simplified bounds on the tails of compound distributions
• Tails of waiting times and their bounds
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist

Cited in

(12)

• On upper bounds for the tail distribution of geometric sums of subexponential random variables
• Tails of waiting times and their bounds
• New continuity estimates of geometric sums
• Refinements of bounds for tails of compound distributions and ruin probabilities
• Monotonicity and aging properties of random sums
• ApproximatingM/G/1 Waiting Time Tail Probabilities
• scientific article; zbMATH DE number 487643 (Why is no real title available?)
• Numerical comparisons of approximations of geometric sums
• On mixed censored -shock models
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• Discrete random bounds for general random variables and applications to reliability
• Error bounds for exponential approximation of large-system reliability

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