Skip to main content
Log in

Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

Abstract

We establish new nonuniform estimates of the convergence rate to the exponential distribution in the boundary theorem for geometric sums. We give examples of their application to extrema of regenerative random birth and death processes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. K. Akbash, N. Doronina, and I. Matsak, On the extreme values of the queue length in some queuing systems, Georgian Math. J., to appear.

  2. S. Asmussen, Extreme value theory for queues via cycle maxima, Extremes, 1:137–168, 1998.

    Article  MathSciNet  MATH  Google Scholar 

  3. S. Asmussen, Applied Probability and Queues, Spinger, New York, 2003.

    MATH  Google Scholar 

  4. M. Brown, Error bounds for exponential approximations of geometric convolutions, Ann. Probab., 18(3):1388–1402, 1990.

    Article  MathSciNet  MATH  Google Scholar 

  5. K.L. Chun, Markov Chains with Stationary Transition Probabilities, Springer, Berlin, Heidelberg, 1960.

    Book  Google Scholar 

  6. J.W. Cohen, Extreme values distribution for the M/G/1 and GI/M/1 queueing systems, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B, 4(1):83–98, 1968.

  7. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2, JohnWiley & Sons, New York, London, Sydney, Toronto, 1968.

  8. T.L. Hung and P.T. Kien, On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of m-dependent random variables, Lith. Math. J., 60(2):173–188, 2020.

    Article  MathSciNet  MATH  Google Scholar 

  9. D.L. Iglehart, Extreme values in the GI/G/1 queue, Ann. Math. Stat., 43:627–635, 1972.

    Article  MathSciNet  MATH  Google Scholar 

  10. V. Kalashnikov, Geometric Sums: Bounds for Rare Events with Applications, Springer, Dordrecht, 1997.

    Book  MATH  Google Scholar 

  11. S. Karlin, A First Course in Stochastic Processes, Academic Press, New York, 1968.

    MATH  Google Scholar 

  12. S. Karlin and J. McGregor, The classification of birth and death processes, Trans. Am. Math. Soc., 86:366–400, 1957.

    Article  MathSciNet  MATH  Google Scholar 

  13. G. Lorden, On excess over the boundary, Ann. Math. Stat., 41:520–527, 1970.

    Article  MathSciNet  MATH  Google Scholar 

  14. E.A. Pekös and A. Röllin, New rates for exponential approximation and the theorems Rényi and Yaglom, Ann. Probab., 39(2):587–608, 2011.

    MathSciNet  MATH  Google Scholar 

  15. A. Rényi, A Poisson-folyamat egy jellemzese, Magyar Tud. Akad., Mat. Fiz. Tud. Oszt. Közl., 1:519–527, 1956.

  16. R.F. Serfozo, Extreme values of birth and death processes and queues, Stochastic Processes Appl., 27:291–306, 1988.

    Article  MathSciNet  MATH  Google Scholar 

  17. W.L. Smith, Renewal theory and its ramifications, J. R. Stat. Soc., Ser. B, 20(2):243–302, 1958.

  18. S.Yu. Vsekhsvyatskii and V.V. Kalashnikov, Estimates in Rényi’s theorem in terms of renewal theory, Theory Probab. Appl., 33:369–374, 1988.

    MathSciNet  Google Scholar 

  19. O.K. Zakusylo and I.K. Matsak, Estimates for the convergence rate in the limit theorem for extreme values of regenerative processes, Ukr. Math. J., 72(8):1064–1081, 2020 (in Ukrainian).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kateryna Akbash.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Akbash, K., Doronina, N. & Matsak, I. Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications. Lith Math J 63, 117–137 (2023). https://doi.org/10.1007/s10986-023-09597-w

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10986-023-09597-w

MSC

Keywords

Navigation