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

renewal processreliabilitytruncationgeometric sum

Mathematics Subject Classification ID

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

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• New continuity estimates of geometric sums
• Error bounds for exponential approximation of large-system reliability
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• Refinements of bounds for tails of compound distributions and ruin probabilities
• Monotonicity and aging properties of random sums
• Numerical comparisons of approximations of geometric sums
• Discrete random bounds for general random variables and applications to reliability
• ApproximatingM/G/1 Waiting Time Tail Probabilities
• On upper bounds for the tail distribution of geometric sums of subexponential random variables
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