Mathematics – Complex Variables
Scientific paper
2006-02-25
Mathematics
Complex Variables
22pages, 1 figure, submitted to IEEE Transactions on Information Theory
Scientific paper
We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a theorem, according to which if the abscissa of convergence of the LS transform is negative finite and the real point on the axis of convergence is a pole of the LS transform, then the tail probability decays exponentially. For the proof of the theorem, we extend and apply so-called a finite form of Ikehara's complex Tauberian theorem by Graham-Vaaler.
No associations
LandOfFree
Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-730344