The Borel Distribution: Approximation and Concentration

arXiv1912.03219MaRDI QIDQ6330596FDOQ6330596

V. Shneer, Fraser Daly

Publication date: 6 December 2019

Abstract: We develop the tools necessary to use Stein's method for approximation by a Borel distribution, which we illustrate by considering the approximation of the number of customers served in the busy period of an M/G/1 queue. We further derive concentration inequalities for the Borel distribution. Both these sets of results are based on a representation for the size-biased version of a Borel random variable.

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Queueing theory (aspects of probability theory) (60K25)

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