On the Exponential Decay Rate of the Tail of a Discrete Probability Distribution

DOI10.1081/STM-120028389zbMath1035.60011OpenAlexW2007342708MaRDI QIDQ4451554

Kenji Nakagawa

Publication date: 26 February 2004

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120028389

zbMATH Keywords

Markov chainexponential decay ratecomplex function theorytail of distributionCauchy-Hadamard's theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25)

Related Items (5)

Unnamed Item ⋮ Tail probability of random variable and Laplace transform ⋮ Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps ⋮ Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance ⋮ Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable.

Cites Work

• Unnamed Item
• Exponential bounds for queues with Markovian arrivals
• Asymptotic exponentiality of the tail of the waiting-time distribution in a Ph/Ph/C queue
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type

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