A probabilistic generalization of Taylor's theorem

DOI10.1016/0167-7152(93)90122-YzbMath0765.60032OpenAlexW1966108894MaRDI QIDQ1209451

William A. Massey, Ward Whitt

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90122-y

zbMATH Keywords

queueing systemnonstationary queuesinfinite-server queuesequilibrium residual- lifetime distributionstochastic point processes

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Related Items (14)

S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations ⋮ Error bounds in divided difference expansions. A probabilistic perspective ⋮ Moment Inequalities for Discrete Ageing Families ⋮ On the fractional probabilistic Taylor's and mean value theorems ⋮ Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions ⋮ ON A GENERALIZATION OF THE STATIONARY EXCESS OPERATOR ⋮ A QUANTILE-BASED PROBABILISTIC MEAN VALUE THEOREM ⋮ Differential calculus for linear operators represented by finite signed measures and applications ⋮ Analysis of a defective renewal equation arising in ruin theory ⋮ Statistical analysis of old age behavior ⋮ Equilibrium compound distributions and stop-loss moments ⋮ Bondesson's functions in reliability theory ⋮ Uniform acceleration expansions for Markov chains with time-varying rates ⋮ On a probabilistic generalization of Taylor's theorem

Cites Work

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• The correlation functions of rbm and m/m/1
• The Pointwise Stationary Approximation for Mt/Mt/s Queues Is Asymptotically Correct As the Rates Increase
• The renewal-process stationary-excess operator
• Asymptotic Analysis of the Time Dependent M/M/1 Queue
• On a Certain Class of Limit Distributions

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