Lorden's inequality and coupling method for backward renewal process
Probability
2017-06-06 v1
Abstract
We give a scheme of using the coupling method to obtain strong bounds for the convergence rate of the distribution of the backward renewal process in the total variation distance. This scheme can be applied to a wide class of regenerative processes in queuing theory.
Keywords
Cite
@article{arxiv.1706.00922,
title = {Lorden's inequality and coupling method for backward renewal process},
author = {G. A. Zverkina},
journal= {arXiv preprint arXiv:1706.00922},
year = {2017}
}
Comments
11 pages