On upper bounds for the tail distribution of geometric sums of subexponential random variables

Andrew Richards

doi:10.1007/s11134-009-9125-x

On upper bounds for the tail distribution of geometric sums of subexponential random variables

Andrew Richards

School of Mathematical & Computer Sciences

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several improvements and one correction are made, which enables the constructed bound to be significantly tighter. Several examples are given, showing how to implement the theoretical result. © 2009 Springer Science+Business Media, LLC 2009.

Original language	English
Pages (from-to)	229-242
Number of pages	14
Journal	Queueing Systems
Volume	62
Issue number	3
DOIs	https://doi.org/10.1007/s11134-009-9125-x
Publication status	Published - Jul 2009

Keywords

Geometric sum
GI/GI/1
Subexponential distribution
Upper bounds

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10.1007/s11134-009-9125-x

Cite this

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On upper bounds for the tail distribution of geometric sums of subexponential random variables

Abstract

Keywords

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