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

Andrew Richards

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)229-242
Number of pages14
JournalQueueing Systems
Volume62
Issue number3
DOIs
Publication statusPublished - Jul 2009

Keywords

  • Geometric sum
  • GI/GI/1
  • Subexponential distribution
  • Upper bounds

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