Geodesic
Stability estimates of generalized geometric sums and their applications
Kybernetika, Tome 40 (2004) no. 2, p. [257]

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{KYB_2004__40_2_a6,
     author = {Gordienko, Evgueni},
     title = {Stability estimates of generalized geometric sums and their applications},
     journal = {Kybernetika},
     pages = {[257]},
     publisher = {mathdoc},
     volume = {40},
     number = {2},
     year = {2004},
     mrnumber = {2069182},
     zbl = {1249.91040},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2004__40_2_a6/}
}
TY  - JOUR
AU  - Gordienko, Evgueni
TI  - Stability estimates of generalized geometric sums and their applications
JO  - Kybernetika
PY  - 2004
SP  - [257]
VL  - 40
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/KYB_2004__40_2_a6/
LA  - en
ID  - KYB_2004__40_2_a6
ER  - 
%0 Journal Article
%A Gordienko, Evgueni
%T Stability estimates of generalized geometric sums and their applications
%J Kybernetika
%D 2004
%P [257]
%V 40
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/KYB_2004__40_2_a6/
%G en
%F KYB_2004__40_2_a6
Gordienko, Evgueni. Stability estimates of generalized geometric sums and their applications. Kybernetika, Tome 40 (2004) no. 2, p. [257]. http://geodesic.mathdoc.fr/item/KYB_2004__40_2_a6/