Failure rates of regenerative systems with heavy tails

DOI10.1007/BF02365054zbMath0954.60073OpenAlexW2003001367MaRDI QIDQ1291185

Soren Asmussen, Vladimir Kalashnikov

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02365054

zbMATH Keywords

failure rateheavy tailsregenerative processintensity

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)

Cites Work

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• The failure rate in reliability: Approximations and bounds
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• The class of subexponential distributions
• Estimation of ruin probabilities by means of hazard rates
• Convergence rates for M/G/1 queues and ruin problems with heavy tails
• Subexponential distributions and integrated tails
• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1
• Subexponential distributions and dominated-variation tails
• A Probabilistic Look at the Wiener--Hopf Equation

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