%0 Journal Article %A ZHANG HongBo %A HOU ZhenTing %T Tail Asymptotics for a Class of Infinite Phase Type Distributions %D 2018 %R 10.3969/j.issn.1001-4268.2017.06.003 %J CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS %P 584-590 %V 33 %N 6 %X

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.

%U http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2017.06.003