Stability estimates of generalized geometric sums and their applications
Kybernetika, Tome 40 (2004) no. 2, pp. 257-272 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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.
Classification : 60E15, 60G50, 91B30
Keywords: geometric sum; upper bound for the uniform distance; stability; risk process; ruin probability
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Gordienko, Evgueni. Stability estimates of generalized geometric sums and their applications. Kybernetika, Tome 40 (2004) no. 2, pp. 257-272. http://geodesic.mathdoc.fr/item/KYB_2004_40_2_a6/

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