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| 引用本文： | �ź겨,����ͦ.һ������λ��ֲ���β��˥������[J].应用概率统计,2017,33(6):584-590. |
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| 作者姓名： | �ź겨 ����ͦ |
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| 作者单位： | ???????????????????????, ???, 450046;????????????????, ???, 410075 |
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| 摘 要： |
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| 关 键 词： | ????λ???? β????? ???????? ???????? ????? |
Tail Asymptotics for a Class of Infinite Phase Type Distributions |
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| ZHANG HongBo,HOU ZhenTing.Tail Asymptotics for a Class of Infinite Phase Type Distributions[J].Chinese Journal of Applied Probability and Statisties,2017,33(6):584-590. |
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| Authors: | ZHANG HongBo HOU ZhenTing |
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| Institution: | School of Mathematics and Statistics, Henan Institute of Finance and Banking, Zhengzhou,450046, China;School of Mathematics and Statistics, Central;
South University, Changsha, 410075, China |
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| Abstract: | In this paper, we discuss tail asymptoticsproperties for a class of infinite phase type distributions based onprobability generating function or Laplace-Stieltjes transform. The results show that, unlike finite phase cases, the tail asymptotics for the infinite phase type distributions we considered do not decay
geometrically or exponentially. |
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| Keywords: | infinite phase type distribution tail asymptotics non-geometric decay non-exponential decay decay rate |
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