Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications

DOI10.1007/s10986-023-09597-wzbMath1517.60029WikidataQ122434061 ScholiaQ122434061MaRDI QIDQ6115837

Natalia Doronina, Ivan K. Matsak, Kateryna Akbash

Publication date: 10 August 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

birth and death processesgeometric sumsextremaregenerative processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

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• On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
• Error bounds for exponential approximations of geometric convolutions
• Extreme values of birth and death processes and queues
• Extreme value theory for queues via cycle maxima
• Asymptotic behavior of maxima of independent random variables. Discrete case
• Estimation of the rate of convergence in the limit theorem for extreme values of regenerative processes
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• The Classification of Birth and Death Processes
• Applied Probability and Queues
• On Excess Over the Boundary
• Extreme Values in the GI/G/1 Queue

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