Abstract
We consider compound geometric approximation for a nonnegative, integer-valued random variable W. The bound we give is straightforward but relies on having a lower bound on the failure rate of W. Applications are presented to M/G/1 queuing systems, for which we state explicit bounds in approximations for the number of customers in the system and the number of customers served during a busy period. Other applications are given to birth–death processes and Poisson processes.
| Original language | English |
|---|---|
| Pages (from-to) | 700-714 |
| Number of pages | 15 |
| Journal | Journal of Applied Probability |
| Volume | 53 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 24 Oct 2016 |
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Fraser A. Daly
- School of Mathematical & Computer Sciences - Associate Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Associate Professor
Person: Academic (Research & Teaching)