The abscissa of convergence of the Laplace transform

DOI10.2307/3214572zbMath0755.60015OpenAlexW2328064541MaRDI QIDQ4018328

Ann Vanmarcke, Jozef L. Teugels

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214572

zbMATH Keywords

mean residual life functionextreme value theorygamma distributionsLaplace transform of a distribution function

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Probabilistic methods for one variable harmonic analysis (42A61)

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Estimating Loynes' exponent ⋮ Estimating tail decay for stationary sequences via extreme values ⋮ Rare events in queueing systems -- A survey

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