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Estimation of the Rate of Convergence in the Limit Theorem for Extreme Values of Regenerative Processes
Ukrainian Mathematical Journal ( IF 0.5 ) Pub Date : 2021-01-01 , DOI: 10.1007/s11253-020-01855-1
O. K. Zakusylo , I. K. Matsak

We establish the rate of convergence to the exponential distribution in the general limit theorem for the extreme values of regenerative processes. We also suggest some applications of this result to the birth and death processes and to the queue length processes.

中文翻译:

再生过程极值的极限定理收敛率的估计

我们在一般极限定理中为再生过程的极值建立了收敛于指数分布的速率。我们还建议将此结果应用于出生和死亡过程以及队列长度过程。
更新日期:2021-01-01
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