Taylor series expansions for Poisson-driven $(\max,+$)-linear systems
نویسندگان
چکیده
منابع مشابه
Expansions for Joint Laplace Transform of Stationary Waiting Times in (max, +)-linear Systems with Poisson Input
We give a Taylor series expansion for the joint Laplace transform of stationary waiting times in open (max,+)-linear stochastic systems with Poisson input. Probabilistic expressions are derived for coefficients of all orders. Even though the computation of these coefficients can be hard for certain systems, it is sufficient to compute only a few coefficients to obtain good approximations (espec...
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
متن کاملTaylor Series and Asymptotic Expansions
There are several important observations to make about this definition. (i) The definition says that, for each fixed n, ∑n m=0 amx m becomes a better and better approximation to f(x) as x gets smaller. As x → 0, ∑m=0 amx approaches f(x) faster than x tends to zero. (ii) The definition says nothing about what happens as n → ∞. There is no guarantee that for each fixed x, ∑n m=0 amx m tends to f(...
متن کاملTaylor Series Expansions for Stationary Markov Chains
We study Taylor series expansions of stationary characteristics of general-state-space Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound for the radius of convergence of the Taylor series is established. The analysis provided in this paper applies to the case where the stationary characteristic is given through an unbounded sample performance function ...
متن کاملTranslation of Taylor Series into LFT Expansions
In Exact Real Arithmetic, real numbers are represented as potentially infinite streams of information units, called digits. In this paper, we work in the framework of Linear Fractional Transformations (LFT’s, also known as Möbius transformations) that provide an elegant approach to real number arithmetic (Gosper 1972, Vuillemin 1990, Nielsen and Kornerup 1995, Potts and Edalat 1996, Edalat and ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1996
ISSN: 1050-5164
DOI: 10.1214/aoap/1034968069