| Title:
|
Stability estimates of generalized geometric sums and their applications (English) |
| Author:
|
Gordienko, Evgueni |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
40 |
| Issue:
|
2 |
| Year:
|
2004 |
| Pages:
|
[257]-272 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The upper bounds of the uniform distance $\rho \left(\sum ^\nu _{k=1}X_k,\sum ^\nu _{k=1}\tilde{X}_k\right)$ between two sums of a random number $\nu $ of independent random variables are given. The application of these bounds is illustrated by stability (continuity) estimating in models in queueing and risk theory. (English) |
| Keyword:
|
geometric sum |
| Keyword:
|
upper bound for the uniform distance |
| Keyword:
|
stability |
| Keyword:
|
risk process |
| Keyword:
|
ruin probability |
| MSC:
|
60E15 |
| MSC:
|
60G50 |
| MSC:
|
91B30 |
| idZBL:
|
Zbl 1249.91040 |
| idMR:
|
MR2069182 |
| . |
| Date available:
|
2009-09-24T20:01:04Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135592 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
